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  2. Probability bounds analysis - Wikipedia

    en.wikipedia.org/wiki/Probability_bounds_analysis

    The bounds often also enclose distributions that are not themselves possible. For instance, the set of probability distributions that could result from adding random values without the independence assumption from two (precise) distributions is generally a proper subset of all the distributions enclosed by the p-box computed for the sum. That ...

  3. Copula (statistics) - Wikipedia

    en.wikipedia.org/wiki/Copula_(statistics)

    The upper bound is sharp: M is always a copula, it corresponds to comonotone random variables. The lower bound is point-wise sharp, in the sense that for fixed u , there is a copula C ~ {\displaystyle {\tilde {C}}} such that C ~ ( u ) = W ( u ) {\displaystyle {\tilde {C}}(u)=W(u)} .

  4. Upper and lower bounds - Wikipedia

    en.wikipedia.org/wiki/Upper_and_lower_bounds

    13934 and other numbers x such that x ≥ 13934 would be an upper bound for S. The set S = {42} has 42 as both an upper bound and a lower bound; all other numbers are either an upper bound or a lower bound for that S. Every subset of the natural numbers has a lower bound since the natural numbers have a least element (0 or 1, depending on ...

  5. Chernoff bound - Wikipedia

    en.wikipedia.org/wiki/Chernoff_bound

    In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment generating function. The minimum of all such exponential bounds forms the Chernoff or Chernoff-Cramér bound , which may decay faster than exponential (e.g. sub-Gaussian ).

  6. Popoviciu's inequality on variances - Wikipedia

    en.wikipedia.org/wiki/Popoviciu's_inequality_on...

    In probability theory, Popoviciu's inequality, named after Tiberiu Popoviciu, is an upper bound on the variance σ 2 of any bounded probability distribution.Let M and m be upper and lower bounds on the values of any random variable with a particular probability distribution.

  7. Bhattacharyya distance - Wikipedia

    en.wikipedia.org/wiki/Bhattacharyya_distance

    In statistics, the Bhattacharyya distance is a quantity which represents a notion of similarity between two probability distributions. [1] It is closely related to the Bhattacharyya coefficient, which is a measure of the amount of overlap between two statistical samples or populations.

  8. Hoeffding's inequality - Wikipedia

    en.wikipedia.org/wiki/Hoeffding's_inequality

    This upper bound is the best for the value of s minimizing the value inside the exponential. This can be done easily by optimizing a quadratic, giving = = (). Writing the above bound for this value of s, we get the desired bound:

  9. Infimum and supremum - Wikipedia

    en.wikipedia.org/wiki/Infimum_and_supremum

    Then has an upper bound (, for example, or ) but no least upper bound in : If we suppose is the least upper bound, a contradiction is immediately deduced because between any two reals and (including and ) there exists some rational , which itself would have to be the least upper bound (if >) or a member of greater than (if <).

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