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  2. Chebyshev's inequality - Wikipedia

    en.wikipedia.org/wiki/Chebyshev's_inequality

    Chebyshev's inequality. In probability theory, Chebyshev's inequality (also called the Bienaymé–Chebyshev inequality) provides an upper bound on the probability of deviation of a random variable (with finite variance) from its mean. More specifically, the probability that a random variable deviates from its mean by more than is at most ...

  3. Markov's inequality - Wikipedia

    en.wikipedia.org/wiki/Markov's_inequality

    In probability theory, Markov's inequality gives an upper bound on the probability that a non-negative random variable is greater than or equal to some positive constant. Markov's inequality is tight in the sense that for each chosen positive constant, there exists a random variable such that the inequality is in fact an equality. [1]

  4. Cantelli's inequality - Wikipedia

    en.wikipedia.org/wiki/Cantelli's_inequality

    Cantelli's inequality. In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli inequality and the one-sided Chebyshev inequality) is an improved version of Chebyshev's inequality for one-sided tail bounds. [1][2][3] The inequality states that, for. where. Applying the Cantelli inequality to gives a bound on the lower tail,

  5. Boole's inequality - Wikipedia

    en.wikipedia.org/wiki/Boole's_inequality

    We can use Boole's Inequality to solve this problem. By finding the complement of event "all five are good", we can change this question into another condition: P( at least one estimation is bad) = 0.05 ≤ P( A 1 is bad) + P( A 2 is bad) + P( A 3 is bad) + P( A 4 is bad) + P( A 5 is bad) One way is to make each of them equal to 0.05/5 = 0.01 ...

  6. Concentration inequality - Wikipedia

    en.wikipedia.org/wiki/Concentration_inequality

    In probability theory, concentration inequalities provide mathematical bounds on the probability of a random variable deviating from some value (typically, its expected value). The deviation or other function of the random variable can be thought of as a secondary random variable. The simplest example of the concentration of such a secondary ...

  7. Law of large numbers - Wikipedia

    en.wikipedia.org/wiki/Law_of_large_numbers

    [1] [2] For example, ... Let X k be plus or ... It is a special case of any of several more general laws of large numbers in probability theory. Chebyshev's inequality.

  8. Inclusion–exclusion principle - Wikipedia

    en.wikipedia.org/wiki/Inclusion–exclusion...

    For example, the number of shuffles having the 1 st, 3 rd, and 17 th cards in the correct position is the same as the number of shuffles having the 2 nd, 5 th, and 13 th cards in the correct positions. It only matters that of the n cards, 3 were chosen to be in the correct position.

  9. Cauchy–Schwarz inequality - Wikipedia

    en.wikipedia.org/wiki/Cauchy–Schwarz_inequality

    Mathematical inequality relating inner products and norms. The Cauchy–Schwarz inequality (also called Cauchy–Bunyakovsky–Schwarz inequality) [1][2][3][4] is an upper bound on the inner product between two vectors in an inner product space in terms of the product of the vector norms. It is considered one of the most important and widely ...