Module# 8

Limit theorems

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at
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2 e
-2 urs
20 o
D IC
M LR
,B X
T1 of
Course: Quantitative Techniques - I Shounak Basak
Q rt
Pa
Programme: BM 20-22 Room no. 6, Library Building,
XLRI – Xavier School of Management,
Term I, 2020 Jamshedpur – 831001
Jamshed1
Phone: 0657 – 665 – 3424
Email: shounak@xlri.ac.in

Shounak Basak
PODS Area, XLRI – Xavier School of Management
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2 e
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Inequalities

20 o
D IC
M LR
,B X
T1 of
Q rt
Pa

Shounak Basak
10/19/2020
PODS Area, XLRI – Xavier School of Management
2
Markov’s inequality

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Markov’s inequality:

2 e
-2 urs
20 o
D IC
𝐸𝑋

M LR
𝑃 𝑋≥𝑎 ≤

,B X
𝑎

T1 of
Q rt
Pa

Shounak Basak
10/19/2020
PODS Area, XLRI – Xavier School of Management
3
chebyshev’s inequality

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Chebyshev’s inequality:

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𝜎2

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-2 urs
𝑃 |𝑋 − 𝜇| ≥ 𝑘 ≤ 2

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𝑘

D IC
M LR
,B X
For any random variable with finite mean 𝜇 and variance 𝜎 2 and some
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Pa
value 𝑘 ≥ 0

Shounak Basak
10/19/2020
PODS Area, XLRI – Xavier School of Management
4