| 翻訳と辞書 |
| Second moment method ： ウィキペディア英語版 |
Second moment method
In mathematics, the second moment method is a technique used in probability theory and analysis to show that a random variable has positive probability of being positive. More generally, the "moment method" consists of bounding the probability that a random variable fluctuates far from its mean, by using its moments.
The method is often quantitative, in that one can often deduce a lower bound on the probability that the random variable is larger than some constant times its expectation. The method involves comparing the second moment of random variables to the square of the first moment.
==First moment method==
The first moment method is a simple application of Markov's inequality for integer-valued variables. For a non-negative, integer-valued random variable ''X'', we may want to prove that ''X'' = 0 with high probability. To obtain an upper bound for P(''X'' > 0), and thus a lower bound for P(''X'' = 0), we first note that since ''X'' takes only integer values, P(''X'' > 0) = P(''X'' ≥ 1). Since ''X'' is non-negative we can now apply Markov's inequality to obtain P(''X'' ≥ 1) ≤ E(). Combining these we have P(''X'' > 0) ≤ E(); the first moment method is simply the use of this inequality.
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「Second moment method」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.
|
|