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Short Communications
Refinements of classical probability estimates
N. V. Sokolov St. Tikhon's Orthodox University, Moscow
Abstract:
In this paper we obtain several refinements of the classical probability estimates of Kolmogorov, Prokhorov, and Chebyshev using a generalization of the Prokhorov multidimensional analogue of the Chebyshev inequality.
Keywords:
Chebyshev inequality; Kolmogorov inequality; Prokhorov inequality; specified upper and lower probability estimates; function discontinuity; discreteness of a random variable; discrete probability.
Received: 01.11.2012
Citation:
N. V. Sokolov, “Refinements of classical probability estimates”, Teor. Veroyatnost. i Primenen., 58:2 (2013), 398–400; Theory Probab. Appl., 58:2 (2014), 331–333
Linking options:
https://www.mathnet.ru/eng/tvp4514https://doi.org/10.4213/tvp4514 https://www.mathnet.ru/eng/tvp/v58/i2/p398
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