请输入您要查询的字词:

 

单词 ReverseMarkovInequality
释义

reverse Markov inequality


Let X be a random variableMathworldPlanetmath that satisfies Pr(Xa)=1 for some constant a.Then, for d<E[X],

Pr(X>d)E[X]-da-d

Proof:Apply the Markov’s inequality to the random variable X~=a-X,

Pr(Xd)=Pr(X~a-d)E[X~]a-d=a-E[X]a-d.

Hence

Pr(X>d)1-a-E[X]a-d=E[X]-da-d.
随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 20:30:28