作者buttermilk (脱脂牛奶)
看板Statistics
标题[问题] 一题相关系数的问题
时间Fri Apr 20 08:36:22 2007
Let (σ_1)^2 = (σ_2)^2 = σ^2 be the common variance of X_1 and X_2 and
let p be the correlation coefficient of X_1 and X_2. Show that
P[│(X_1-μ_1) + (X_2-μ_2)│≧kσ]≦2(1+ρ)/k^2.
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我觉得应该是要利用Chebyshev's Inequality来做
不过我就是不会写=.=
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