Multivariate Chebyshev inequality in generalized measure space based on Choquet integral

Hamzeh Agahi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 19, 9625-9628

Abstract: The multivariate Chebyshev inequality for a random vector on probability measure space has been studied by numerous authors. One thing that seems missing is the multivariate version of Chebyshev inequality in non additive cases. In this article, we show that this inequality still works in generalized probability theory based on Choquet integral.

Date: 2017
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DOI: 10.1080/03610926.2016.1213293

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