Cantelli's Inequality, in probability theory, is an improved version of Chebyshev's inequality for one-sided tail bounds, giving a tighter bound on the probability that a random variable deviates from its mean in only one particular direction rather than either direction. It is named for the Italian mathematician Francesco Paolo Cantelli and is also known as the one-sided Chebyshev inequality.
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Source Cantelli's inequality, Wikipedia
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1. Wikipedia: Cantelli's inequality
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In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli inequality and the one-sided Chebyshev inequality) is an improved version of Chebyshev's inequality for one-sided tail bounds.
View the Source 2. Cantelli's inequality, Wikipedia
History
Francesco Paolo Cantelli who published it in 1928.
In Branch: Probability and Statistics, Lead sentence
In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli inequality and the one-sided Chebyshev inequality
Proved By: Francesco Paolo Cantelli, Lead paragraph
In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli inequality and the one-sided Chebyshev inequality) is an improved version
In Group: Probability Theory, Lead section
In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli
View the SourceFrancesco Paolo Cantelli (Wikipedia)
Principal Result Of: Francesco Paolo Cantelli, Article textQuote, Principal Result Of: Francesco Paolo Cantelli, Article text
Borel-Cantelli lemma, Cantelli's inequality and the Glivenko-Cantelli theorem are result of his work in this field.
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