Chapter 28 Tail Inequalities
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چکیده
Definition 28.1.2 The variance of a random variable X with expectation μ = E[X] is the quantity V[X] = E [ (X − μ) ] = E [ X2 ] − μ2. The standard deviation of X is σX = √ V[X]. Theorem 28.1.3 (Chebychev inequality) Let X be a random variable with μx = E[X] and σx be the standard deviation of X. That is σX = E [ (X − μx) ] . Then, Pr [|X − μX | ≥ tσX] ≤ 1 t2 . This work is licensed under the Creative Commons Attribution-Noncommercial 3.0 License. To view a copy of this license, visit http://creativecommons.org/licenses/by-nc/3.0/ or send a letter to Creative Commons, 171 Second Street, Suite 300, San Francisco, California, 94105, USA.
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تاریخ انتشار 2010