Journals / Istatistik Journal of The Turkish Statistical Association / 2014 / Cilt: 7 Sayı: 1

A Note On Confidence Regions Based On The Bivariate Chebyshev Inequality. Applications To Order Statistics And Data

Pages
1–14
DOI
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Abstract

Chebyshev’s inequality was recently extended to the multivariate case. In this paper this new inequality is used to obtain distribution-free confidence regions for an arbitrary bivariate random vector (X;Y ). The regions depend on the means, the variances and the (Pearson) correlation coefficient. The