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One-Sided Chebyshev Inequality
Cantelli's inequality gives:
$$P(X-\mu\geq a)\leq\frac{\sigma^2}{\sigma^2+a^2}$$
for a>0.
Usage
- Used for one-sided deviation bounds.
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One-Sided Chebyshev Inequality
Cantelli's inequality gives:
$$P(X-\mu\geq a)\leq\frac{\sigma^2}{\sigma^2+a^2}$$
for a>0.
Usage
- Used for one-sided deviation bounds.
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