What does cantelli's inequality mean?
Definitions for cantelli's inequality
can·tel·li's in·equal·i·ty
This dictionary definitions page includes all the possible meanings, example usage and translations of the word cantelli's inequality.
Wikipedia
Cantelli's inequality
In probability theory, Cantelli's inequality is a generalization of Chebyshev's inequality in the case of a single "tail". The inequality states that Pr ( X − E [ X ] ≥ λ ) { ≤ σ 2 σ 2 + λ 2 if λ > 0 , ≥ 1 − σ 2 σ 2 + λ 2 if λ < 0. {\displaystyle \Pr(X-\mathbb {E} [X]\geq \lambda )\quad {\begin{cases}\leq {\frac {\sigma ^{2}}{\sigma ^{2}+\lambda ^{2}}}&{\text{if }}\lambda >0,\\[8pt]\geq 1-{\frac {\sigma ^{2}}{\sigma ^{2}+\lambda ^{2}}}&{\text{if }}\lambda <0.\end{cases}}} where X {\displaystyle X} is a real-valued random variable, Pr {\displaystyle \Pr } is the probability measure, E [ X ] {\displaystyle \mathbb {E} [X]} is the expected value of X {\displaystyle X} , σ 2 {\displaystyle \sigma ^{2}} is the variance of X {\displaystyle X} .Combining the cases of λ > 0 {\displaystyle \lambda >0} and λ < 0 {\displaystyle \lambda <0} gives, for δ > 0 , {\displaystyle \delta >0,} Pr ( | X − E [ X ] | ≥ δ ) ≤ 2 σ 2 σ 2 + δ 2 . {\displaystyle \Pr(|X-\mathbb {E} [X]|\geq \delta )\leq {\frac {2\sigma ^{2}}{\sigma ^{2}+\delta ^{2}}}.} While the inequality is often attributed to Francesco Paolo Cantelli who published it in 1928, it originates in Chebyshev's work of 1874. The Chebyshev inequality implies that in any data sample or probability distribution, "nearly all" values are close to the mean in terms of the absolute value of the difference between the points of the data sample and the weighted average of the data sample. The Cantelli inequality (sometimes called the "Chebyshev–Cantelli inequality" or the "one-sided Chebyshev inequality") gives a way of estimating how the points of the data sample are bigger than or smaller than their weighted average without the two tails of the absolute value estimate. The Chebyshev inequality has "higher moments versions" and "vector versions", and so does the Cantelli inequality.
Numerology
Chaldean Numerology
The numerical value of cantelli's inequality in Chaldean Numerology is: 2
Pythagorean Numerology
The numerical value of cantelli's inequality in Pythagorean Numerology is: 3
Translation
Find a translation for the cantelli's inequality definition in other languages:
Select another language:
- - Select -
- 简体中文 (Chinese - Simplified)
- 繁體中文 (Chinese - Traditional)
- Español (Spanish)
- Esperanto (Esperanto)
- 日本語 (Japanese)
- Português (Portuguese)
- Deutsch (German)
- العربية (Arabic)
- Français (French)
- Русский (Russian)
- ಕನ್ನಡ (Kannada)
- 한국어 (Korean)
- עברית (Hebrew)
- Gaeilge (Irish)
- Українська (Ukrainian)
- اردو (Urdu)
- Magyar (Hungarian)
- मानक हिन्दी (Hindi)
- Indonesia (Indonesian)
- Italiano (Italian)
- தமிழ் (Tamil)
- Türkçe (Turkish)
- తెలుగు (Telugu)
- ภาษาไทย (Thai)
- Tiếng Việt (Vietnamese)
- Čeština (Czech)
- Polski (Polish)
- Bahasa Indonesia (Indonesian)
- Românește (Romanian)
- Nederlands (Dutch)
- Ελληνικά (Greek)
- Latinum (Latin)
- Svenska (Swedish)
- Dansk (Danish)
- Suomi (Finnish)
- فارسی (Persian)
- ייִדיש (Yiddish)
- հայերեն (Armenian)
- Norsk (Norwegian)
- English (English)
Word of the Day
Would you like us to send you a FREE new word definition delivered to your inbox daily?
Citation
Use the citation below to add this definition to your bibliography:
Style:MLAChicagoAPA
"cantelli's inequality." Definitions.net. STANDS4 LLC, 2024. Web. 28 Apr. 2024. <https://www.definitions.net/definition/cantelli%27s+inequality>.
Discuss these cantelli's inequality definitions with the community:
Report Comment
We're doing our best to make sure our content is useful, accurate and safe.
If by any chance you spot an inappropriate comment while navigating through our website please use this form to let us know, and we'll take care of it shortly.
Attachment
You need to be logged in to favorite.
Log In