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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Dual problem with integrals
I am reading a paper where the author derives the following Lagrangian dual problem :
$\min_v \int_R \frac{1}{4} \frac{\beta^2}{v-2\|x\|}dx+v\;\;\;\text{s.t.}\;\;\;v\geq 2\|x\|\;\;\;\forall x \in R$
f …
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Chebyshev's inequality for Poisson distribution
Reading an old Richard Karp paper, in which he mentions this argument "Application of Chebyshev's inequality yields the result that, if $X$ is Poisson distributed with mean $\lambda$, then $E(X\log_2 …