An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix |
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| Authors: | Katarzyna Budny |
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| Affiliation: | 1. Department of Mathematics, Cracow University of Economics, Cracow, Polandbudnyk@uek.krakow.pl |
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| Abstract: | ABSTRACTWe extend Chebyshev's inequality to a random vector with a singular covariance matrix. Then we consider the case of a multivariate normal distribution for this generalization. |
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| Keywords: | chebyshev's inequality Multivariate normal distribution Random vector Singular covariance matrix |
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