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单词 Chebyshev Sum Inequality
释义

Chebyshev Sum Inequality

If




then


This is true for any distribution.

See also Cauchy Inequality, Hölder Sum Inequality


References

Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 5th ed. San Diego, CA: Academic Press, p. 1092, 1979.

Hardy, G. H.; Littlewood, J. E.; and Pólya, G. Inequalities, 2nd ed. Cambridge, England: Cambridge University Press, pp. 43-44, 1988.


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