A New Generalization of Chebyshev Inequality for Random Vectors

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Jun 24, 2011
Xinjia Chen
Figure 1 for A New Generalization of Chebyshev Inequality for Random Vectors

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In this article, we derive a new generalization of Chebyshev inequality for random vectors. We demonstrate that the new generalization is much less conservative than the classical generalization.

* 7 pages, 1 figure; added some references  
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