Kolmogorov's inequality

Kolmogorov's inequality
неравенство m Колмогорова

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

Игры ⚽ Поможем сделать НИР

Смотреть что такое "Kolmogorov's inequality" в других словарях:

  • Kolmogorov's inequality — In probability theory, Kolmogorov s inequality is a so called maximal inequality that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound. The inequality is… …   Wikipedia

  • Kolmogorov's theorem — is any of several different results by Andrey Kolmogorov:;In statistics * Kolmogorov Smirnov test;In probability theory * Hahn Kolmogorov theorem * Kolmogorov existence theorem * Kolmogorov continuity theorem * Kolmogorov s three series theorem * …   Wikipedia

  • Inequality (mathematics) — Not to be confused with Inequation. Less than and Greater than redirect here. For the use of the < and > signs as punctuation, see Bracket. More than redirects here. For the UK insurance brand, see RSA Insurance Group. The feasible regions… …   Wikipedia

  • Kolgomorov's inequality — Kolmogorov s inequality is an inequality which gives a relation among a function and its first and second derivatives. Kolmogorov s inequality states the following:Let f colon mathbb{R} ightarrow mathbb{R} be a twice differentiable function on… …   Wikipedia

  • Kolmogorov-Smirnov test — In statistics, the Kolmogorov ndash;Smirnov test (also called the K S test for brevity) is a form of minimum distance estimation used as a nonparametric test of equality of one dimensional probability distributions used to compare a sample with a …   Wikipedia

  • Andrey Kolmogorov — Infobox Scientist name = Andrey Kolmogorov birth date = birth date|1903|4|25 birth place = Tambov, Imperial Russia nationality = Russian death date = death date and age|1987|10|20|1903|4|25 death place = Moscow, USSR field = Mathematician work… …   Wikipedia

  • Doob's martingale inequality — In mathematics, Doob s martingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a stochastic process exceeds any given value over a given interval of time. As the name suggests, the result… …   Wikipedia

  • Etemadi's inequality — In probability theory, Etemadi s inequality is a so called maximal inequality , an inequality that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound. The… …   Wikipedia

  • Landau-Kolmogorov inequality — In mathematics, the Landau Kolmogorov inequality is an inequality between different derivatives of a function. There are many inequalities holding this name (sometimes they are also called Kolmogorov type inequalities), common formula is:… …   Wikipedia

  • Chain rule for Kolmogorov complexity — The chain rule for Kolmogorov complexity is an analogue of the chain rule for information entropy, which states: H(X,Y) = H(X) + H(Y | X) That is, the combined randomness of two sequences X and Y is the sum of the randomness of X plus whatever… …   Wikipedia

  • Dvoretzky–Kiefer–Wolfowitz inequality — In the theory of probability and statistics, the Dvoretzky–Kiefer–Wolfowitz inequality predicts how close an empirically determined distribution function will be to the distribution function from which the empirical samples are drawn. It is named …   Wikipedia


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»