Multidimensional Chebyshev's inequality
id:
multidimensional-chebyshev-s-inequality-230-2730439
title:
Multidimensional Chebyshev's inequality
text:
In probability theory, the multidimensional Chebyshev's inequality is a generalization of Chebyshev's inequality, which puts a bound on the probability of the event that a random variable differs from its expected value by more than a specified amount. Let X be an N
-dimensional random vector with expected value μ = E [ X ] and covariance matrix
- V = E [ T ]. If V is a positive-definite matrix, for any real number t > 0 :
- Pr ≤ N t 2
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Multidimensional_Chebyshev%27s_inequality
date created:
2008-08-05T13:23:24Z
date modified:
2024-09-15T15:40:14Z
main entity:
{"identifier":"Q6934653","url":"https://www.wikidata.org/entity/Q6934653"}
image:
fields total:
13
integrity:
14