The multivariate Markov and multiple Chebyshev inequalities

DOI10.1080/03610926.2018.1543772OpenAlexW2913663889WikidataQ128520114 ScholiaQ128520114MaRDI QIDQ5085587

Haruhiko Ogasawara

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543772

zbMATH Keywords

monotonic transformationkurtosissurvival functionsharpnessprobability inequalityABC theorem

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

The Hermite-Hadamard inequalities for $p$-convex functions ⋮ Improvements of the Markov and Chebyshev inequalities using the partial expectation ⋮ Sharp inequalities of Bienaymé-Chebyshev and Gauß type for possibly asymmetric intervals around the mean ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Generalizations of some concentration inequalities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Chebyshev's inequality for Banach-space-valued random elements
• A new probabilistic approach to the path criticality in stochastic PERT
• Chebyshev's inequality for Hilbert-space-valued random elements
• A generalization of Chebyshev's inequality for Hilbert-space-valued random elements
• Can the bounds in the multivariate Chebyshev inequality be attained?
• An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix
• An Introduction to Probability and Statistics
• A Multivariate Tchebycheff Inequality
• A CHEBYSHEV INEQUALITY FOR MULTIVARIATE NORMAL DISTRIBUTION
• Moments and cumulants of the multivariate normal distribution
• Product Moments of Multivariate Random Vectors
• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION
• Probability Inequalities Related to Markov's Theorem
• Measures of multivariate skewness and kurtosis with applications
• Multivariate Chebyshev Inequalities
• A very simple proof of the multivariate Chebyshev's inequality
• A Remark on the Alternative Expectation Formula
• Markov's Inequality and Chebyshev's Inequality for Tail Probabilities: A Sharper Image
• Another Remark on the Alternative Expectation Formula
• Multivariate Chebyshev Inequality With Estimated Mean and Variance
• Mathematical and Statistical Methods for Actuarial Sciences and Finance

This page was built for publication: The multivariate Markov and multiple Chebyshev inequalities