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arxiv: 0707.0805 · v2 · pith:VBKW7SVAnew · submitted 2007-07-05 · 🧮 math.ST · cs.LG· math.PR· stat.AP· stat.TH

A New Generalization of Chebyshev Inequality for Random Vectors

classification 🧮 math.ST cs.LGmath.PRstat.APstat.TH
keywords generalizationchebyshevinequalityrandomvectorsarticleclassicalconservative
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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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