A New Generalization of Chebyshev Inequality for Random Vectors

Details A New Generalization of Chebyshev Inequality for Random Vectors A New Generalization of Chebyshev Inequality for Random Vectors

2007-07-05

arxiv.org/abs/0707.0805v2

Mathematics

Statistics Theory

7 pages, 1 figure; added some references

Scientific paper

In this article, we derive a new generalization of Chebyshev inequality for
random vectors. We demonstrate that the new generalization is much less
conservative than the classical generalization.

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