马尔科夫和切比雪夫不等式


马尔科夫不等式:

If X is a random variable that only takes non-negative values, then the probability that X takes a value greater than or equal to t is less than or equal to its expected value divided by t.

切比雪夫不等式:

The probability that X deviates from its mean μ by at least k standard deviations is less than or equal to 1/k2

调整参数,进行观察...