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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 2, Pages 353–360
(Mi tvp2228)
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Short Communications
On the Tchebyshev inequality ih the two-dimensional case
L. V. Arharov Moscow
Abstract:
Let $\xi_1$, $\xi_2$ be indepent random variables satisfying the conditions
$$
\mathbf P\{\xi_1\ge0\}=\mathbf P\{\xi_2\ge0\}=1\quad\mathbf M\xi_1=\mathbf M\xi_2=1.
$$
For positive $\Delta_1$ and $\Delta_2$, the inequality
\begin{gather*}
\mathbf P\{\Delta_1\min(\xi_1,\xi_2)+\Delta_2\max(\xi_1,\xi_2)\ge c\}\le
\\
\le\max[(\Delta_1+\Delta_2)^2,\Delta_2/(1-\Delta_1),2\Delta_2(1-\Delta_2)+\Delta_2^2]
\end{gather*}
is proved. Moreover, if $\xi_1$ and $\xi_2$ are equally distributed, then it is proved that
$$
\mathbf P\{\Delta_1\min(\xi_1,\xi_2)+\Delta_2\max(\xi_1,\xi_2)\ge c\}\le\max[(\Delta_1+\Delta_2)^2;2\Delta_2(1-\Delta_2)+\Delta_2^2].
$$
Received: 04.09.1969
Citation:
L. V. Arharov, “On the Tchebyshev inequality ih the two-dimensional case”, Teor. Veroyatnost. i Primenen., 16:2 (1971), 353–360; Theory Probab. Appl., 16:2 (1971), 356–361
Linking options:
https://www.mathnet.ru/eng/tvp2228 https://www.mathnet.ru/eng/tvp/v16/i2/p353
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