Xia, Ye - In: Statistics & Probability Letters 78 (2008) 12, pp. 1557-1559
We give two refinements to the Chernoff bound for the sum of nonidentical Bernoulli random variables with parameters pi, where 0pi1 and i=1,...,n. Traditionally, the Chernoff bound is a function of the arithmetic mean of the pi's, . The refined bounds contain the term , and hence, are able to...