Cantelli's inequality

GPTKB entity

Statements (14)
Predicate Object
gptkbp:instanceOf probability inequality
gptkbp:alsoKnownAs one-sided Chebyshev inequality
gptkbp:appliesTo random variables with finite mean and variance
gptkbp:describes upper bound on probability that a random variable deviates from its mean in one direction
gptkbp:field gptkb:probability_theory
gptkbp:form P(X - μ ≥ λσ) ≤ 1/(1+λ²) for λ > 0
gptkbp:generalizes gptkb:Chebyshev's_inequality
https://www.w3.org/2000/01/rdf-schema#label Cantelli's inequality
gptkbp:namedAfter gptkb:Francesco_Paolo_Cantelli
gptkbp:publicationYear 1910s
gptkbp:publishedIn Giornale dell'Istituto Italiano degli Attuari
gptkbp:usedFor bounding tail probabilities
gptkbp:bfsParent gptkb:Francesco_Paolo_Cantelli
gptkbp:bfsLayer 8