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
- —
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