Probabilistic system analysis – Part III

Limit theorem Chebyshev’s inequality \begin{align} {\sigma ^2} &= \int {{{\left( {x – \mu } \right)}^2}{f_X}\left( x \right)dx} \\ &\ge \int_{ – \infty }^{u – c} {{{\left( {x – \mu } \right)}^2}{f_X}\left( x \right)dx} + \int_{u + c}^\infty {{{\left( {x – \mu } \right)}^2}{f_X}\left( x \right)dx} \\ &\ge {c^2}\int_{ – \infty }^{u – c} {{f_X}\left( x \right)dx} {\rm{ + }}{c^2}\int_{u + c}^\infty {{f_X}\left( x \right)dx} \\ &={c^2}{\rm{P}}\left( {\left| {X – \mu } \right| \ge c} \right) \end{align} \[{\rm{P}}\left( {\left| {X –

Continue Reading

Site Footer

Recording Life, Sharing Knowledge, Be Happy~