Improved Chebyshev inequality: new probability bounds with known supremum of PDF

Tomohiro Nishiyama

No h9zfn, OSF Preprints from Center for Open Science

Abstract: In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite mean and variance (covariance matrix). We also show that the similar result holds for specific discrete probability distributions.

Date: 2018-08-30
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:h9zfn

DOI: 10.31219/osf.io/h9zfn

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