Please use this identifier to cite or link to this item: http://dspace.iitrpr.ac.in:8080/xmlui/handle/123456789/3392
Title: Statistics and Probability Letters
Authors: Bhat, M.A.
Kosuru, G.S.R.
Keywords: Markov’s inequality
Chebyshev’s inequality
Cantelli’s inequality
Hoeffding’s inequality
Issue Date: 4-May-2022
Abstract: For a real-valued measurable function f and a nonnegative, nondecreasing function φ, we first obtain a Chebyshev type inequality which provides an upper bound for φ(λ1)μ({x ∈ Ω : f (x) ≥ λ1}) + n ∑ k=2 (φ(λk) − φ(λk−1)) μ({x ∈ Ω : f (x) ≥ λk}), where 0 < λ1 < λ2 < · · · < λn < ∞. Using this, generalizations of a few concentration inequalities such as Markov, reverse Markov, Bienaymé–Chebyshev, Cantelli and Hoeffding inequalities are obtained.
URI: http://localhost:8080/xmlui/handle/123456789/3392
Appears in Collections:Year-2022

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