Search results with tag "Probability inequalities"

Probability inequalities

Here we revisit Chebyshev's inequality Proposition 14.1 we used previously. This results shows that the di erence between a random variable and its expectation is controlled by its variance. Informally we can say that it shows how far the random variable is from its mean on average. Proposition 15.4 (Chebyshev's inequality)

  Name, Inequalities, Probability, Expectations, Probability inequalities