A very simple proof of the multivariate Chebyshev's inequality

DOI10.1080/03610926.2013.873135zbMath1342.60024arXiv1305.5646OpenAlexW2017495206WikidataQ56140622 ScholiaQ56140622MaRDI QIDQ5739167

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Publication date: 15 July 2016

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

Full work available at URL: https://arxiv.org/abs/1305.5646

zbMATH Keywords

ellipsoidMahalanobis distanceChebyshev inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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Cites Work

• Chebyshev's inequality for Banach-space-valued random elements
• Chebyshev's inequality for Hilbert-space-valued random elements
• Multivariate Chebyshev Inequalities

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