diff --git a/theories/probability.v b/theories/probability.v index cde122feb..f809177b9 100644 --- a/theories/probability.v +++ b/theories/probability.v @@ -533,11 +533,13 @@ Qed. Definition mmt_gen_fun (X : {RV P >-> R}) (t : R) := 'E_P[expR \o t \o* X]. Lemma chernoff (X : {RV P >-> R}) (r a : R) : (0 < r)%R -> - P [set x | X x >= a]%R * (expR (r * a))%:E <= mmt_gen_fun X r. + P [set x | X x >= a]%R <= mmt_gen_fun X r * (expR (- (r * a)))%:E. Proof. -move=> t0; rewrite /mmt_gen_fun; have -> : expR \o r \o* X = +move=> t0. +rewrite /mmt_gen_fun; have -> : expR \o r \o* X = (normr \o normr) \o [the {mfun T >-> R} of expR \o r \o* X]. by apply: funext => t /=; rewrite normr_id ger0_norm ?expR_ge0. +rewrite expRN lee_pdivl_mulr ?expR_gt0//. rewrite (le_trans _ (markov _ (expR_gt0 (r * a)) _ _ _))//; last first. exact: (monoW_in (@ger0_le_norm _)). rewrite ger0_norm ?expR_ge0// muleC lee_pmul2l// ?lte_fin ?expR_gt0//.