Concentration inequality
id:
concentration-inequality-174-7421692
title:
Concentration inequality
text:
In probability theory, concentration inequalities provide mathematical bounds on the probability of a random variable deviating from some value. The deviation or other function of the random variable can be thought of as a secondary random variable. The simplest example of the concentration of such a secondary random variable is the CDF of the first random variable which concentrates the probability to unity. If an analytic form of the CDF is available this provides a concentration equality that
brand slug:
wiki
category slug:
encyclopedia
description:
Mathematical inequality explaining concentration of random variables
original url:
https://en.wikipedia.org/wiki/Concentration_inequality
date created:
2011-06-08T22:23:09Z
date modified:
2024-09-02T23:13:57Z
main entity:
{"identifier":"Q5158328","url":"https://www.wikidata.org/entity/Q5158328"}
image:
fields total:
13
integrity:
15