Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152619 | Statistics & Probability Letters | 2014 | 5 Pages |
Abstract
Chebyshev’s inequality was recently extended to the multivariate case. In this paper we prove that the bounds in the multivariate Chebyshev’s inequality for random vectors can be attained in the limit. Hence, these bounds are the best possible bounds for this kind of regions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jorge Navarro,