Английская Википедия:Chung–Erdős inequality

Материал из Онлайн справочника
Перейти к навигацииПерейти к поиску

In probability theory, the Chung–Erdős inequality provides a lower bound on the probability that one out of many (possibly dependent) events occurs. The lower bound is expressed in terms of the probabilities for pairs of events.

Formally, let <math>A_1,\ldots,A_n</math> be events. Assume that <math>\Pr[A_i]>0</math> for some <math>i</math>. Then

<math>\Pr[A_1\vee\cdots\vee A_n]

\geq \frac{ \left(\sum_{i=1}^n \Pr[A_i]\right)^2 }{ \sum_{i=1}^n\sum_{j=1}^n \Pr[A_i\wedge A_j] }. </math>

The inequality was first derived by Kai Lai Chung and Paul Erdős (in,[1] equation (4)). It was stated in the form given above by Petrov (in,[2] equation (6.10)).

References

Шаблон:Reflist


Шаблон:Probability-stub