翻訳と辞書 |
Etemadi's inequality : ウィキペディア英語版 | Etemadi's inequality In probability theory, Etemadi's inequality is a so-called "maximal inequality", an inequality that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound. The result is due to Nasrollah Etemadi. ==Statement of the inequality==
Let ''X''1, ..., ''X''''n'' be independent real-valued random variables defined on some common probability space, and let ''α'' ≥ 0. Let ''S''''k'' denote the partial sum : Then :
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Etemadi's inequality」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|