The multiple Cantelli inequalities

Haruhiko Ogasawara ()
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Haruhiko Ogasawara: Otaru University of Commerce

Statistical Methods & Applications, 2019, vol. 28, issue 3, No 12, 495-506

Abstract: Abstract The Cantelli inequality or the one-sided Chebyshev inequality is extended to the problem of the probability of multiple inequalities for events with more than one variable. The corresponding two-sided Cantelli inequality is extended in a similar manner. The results for the linear combination of several variables are also given as their special cases.

Keywords: Probability inequality; Chebyshev’s inequality; Markov’s inequality; Cauchy–Schwarz inequality; Monotonic function; Singular covariance matrix (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10260-019-00452-2

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