wiki_research

personal research wiki
git clone https://a3nm.net/git/wiki_research/
Log | Files | Refs

markovs_inequality (324B)

      1 # Markov's inequality
      2 
      3 https://en.wikipedia.org/wiki/Markov%27s_inequality
      4 
      5 For a nonnegative random variable X, the probability that it is at least a>0 is no greater than E[X]/a.
      6 
      7 Indeed, when X geq a it contributes at least a to the expectation, and otherwise it contributes at least zero.
      8 
      9 Up: [concentration_inequality]