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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. Then Popoviciu's inequality states: [1]
The first problem involving a variational inequality was the Signorini problem, posed by Antonio Signorini in 1959 and solved by Gaetano Fichera in 1963, according to the references (Antman 1983, pp. 282–284) and (Fichera 1995): the first papers of the theory were (Fichera 1963) and (Fichera 1964a), (Fichera 1964b).
The Vysochanskij–Petunin inequality generalizes Gauss's inequality, which only holds for deviation from the mode of a unimodal distribution, to deviation from the mean, or more generally, any center. [42] If X is a unimodal distribution with mean μ and variance σ 2, then the inequality states that
In probability theory, the multidimensional Chebyshev's inequality [1] is a generalization of Chebyshev's inequality, which puts a bound on the probability of the event that a random variable differs from its expected value by more than a specified amount.
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure
which is an unbiased estimator of the variance of the mean in terms of the observed sample variance and known quantities. If the autocorrelations are identically zero, this expression reduces to the well-known result for the variance of the mean for independent data. The effect of the expectation operator in these expressions is that the ...
In probability theory, Markov's inequality gives an upper bound on the probability that a non-negative random variable is greater than or equal to some positive constant. Markov's inequality is tight in the sense that for each chosen positive constant, there exists a random variable such that the inequality is in fact an equality.
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations , probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms .