Chebyshev Inequalities for Products of Random Variables
نویسندگان
چکیده
منابع مشابه
Chebyshev Inequalities for Products of Random Variables
We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds can be computed numerically using semidefinite programming. If only an upper bound on the covariance matrix is available, the probability bounds on the right t...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2018
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2017.0888