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A simple proof for the multivariate Chebyshev inequality
Chebyshev (Tchebychev) inequality Mahalanobis distance Principal compo-nents Ellipsoid
2013/6/14
In this paper a simple proof of the Chebyshev's inequality for random vectors obtained by Chen (arXiv:0707.0805v2, 2011) is obtained. This inequality gives a lower bound for the percentage of the popu...
A New Generalization of Chebyshev Inequality for Random Vectors
New Generalization Chebyshev Inequality Random Vectors
2010/4/30
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.