A New Generalization of Chebyshev Inequality for Random Vectors
Statistics Theory
2013-11-05 v2 Machine Learning
Probability
Applications
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.0707.0805,
title = {A New Generalization of Chebyshev Inequality for Random Vectors},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:0707.0805},
year = {2013}
}
Comments
7 pages, 1 figure; added some references