{"id":16531,"date":"2019-12-28T18:30:07","date_gmt":"2019-12-28T23:30:07","guid":{"rendered":"http:\/\/bangla.salearningschool.com\/recent-posts\/test-estimation-tracking-probability-data-science\/"},"modified":"2020-02-08T09:40:33","modified_gmt":"2020-02-08T14:40:33","slug":"test-estimation-tracking-probability-data-science","status":"publish","type":"post","link":"http:\/\/bangla.sitestree.com\/?p=16531","title":{"rendered":"Test: Estimation, Tracking, Probability, Data Science"},"content":{"rendered":"<p><strong>Chebyshev&#8217;s inequality<\/strong><\/p>\n<p>&quot;In <a href=\"https:\/\/en.wikipedia.org\/wiki\/Probability_theory\" title=\"Probability theory\">probability theory<\/a>, <strong>Chebyshev&#8217;s inequality<\/strong> (also called the <strong>Bienaym\u00e9\u2013Chebyshev inequality<\/strong>) guarantees that, for a wide class of <a href=\"https:\/\/en.wikipedia.org\/wiki\/Probability_distributions\" title=\"Probability distributions\">probability distributions<\/a>, no more than a certain fraction of values can be more than a certain distance from the <a href=\"https:\/\/en.wikipedia.org\/wiki\/Expected_value\" title=\"Expected value\">mean<\/a>.<\/p>\n<p>Specifically, no more than 1\/<em>k<\/em>2 of the distribution&#8217;s values can be more than <em>k<\/em> <a href=\"https:\/\/en.wikipedia.org\/wiki\/Standard_deviations\" title=\"\">standard deviations<\/a> away from the mean<\/p>\n<p>(or equivalently, at least 1 \u2212 1\/<em>k<\/em>2 of the distribution&#8217;s values are within <em>k<\/em> standard deviations of the mean).<\/p>\n<p>The inequality has great utility because it can be applied to any probability distribution in which the mean and variance are defined. &quot;<\/p>\n<p><a href=\"https:\/\/en.wikipedia.org\/wiki\/Chebyshev%27s_inequality\">https:\/\/en.wikipedia.org\/wiki\/Chebyshev%27s_inequality<\/a><\/p>\n<h3>&quot;Probabilistic statement[<a href=\"https:\/\/en.wikipedia.org\/w\/index.php?title=Chebyshev%27s_inequality&amp;action=edit&amp;section=3\" title=\"Edit section: Probabilistic statement\" style=\"text-decoration-line:none;color:rgb(11,0,128);background:none\">edit<\/a><span class=\"gmail-mw-editsection-bracket\" style=\"margin-left:0.25em;color:rgb(84,89,93)\">]<\/span><\/h3>\n<p> Let <em>X<\/em> (integrable) be a <a href=\"https:\/\/en.wikipedia.org\/wiki\/Random_variable\" title=\"Random variable\">random variable<\/a> with finite <a href=\"https:\/\/en.wikipedia.org\/wiki\/Expected_value\" title=\"Expected value\">expected value<\/a> <em>\u03bc<\/em> and finite non-zero <a href=\"https:\/\/en.wikipedia.org\/wiki\/Variance\" title=\"Variance\">variance<\/a> <em>\u03c3<\/em>2. Then for any <a href=\"https:\/\/en.wikipedia.org\/wiki\/Real_number\" title=\"Real number\">real number<\/a> <em>k<\/em> &gt; 0,<\/p>\n<p>{\\displaystyle \\Pr(|X-\\mu |\\geq k\\sigma )\\leq {\\frac {1}{k^{2}}}.}<img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/13787911b032508f2a54da8eb84750f331a70401\" alt=\"\\Pr(|X-\\mu |\\geq k\\sigma )\\leq {\\frac {1}{k^{2}}}.\" \/><\/p>\n<p>Only the case {\\displaystyle k&gt;1}<img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/5cda43bd4034dc2d04cd562005d0af81d3d2dbc6\" alt=\"k &gt; 1\" \/> is useful. When {\\displaystyle k\\leq 1}<img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/469d19178c15078531ed85c412c641ff664f028b\" alt=\"{\\displaystyle k\\leq 1}\" \/> the right-hand side {\\displaystyle {\\frac {1}{k^{2}}}\\geq 1}<img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/ded7f223f46f4516f81f0590190636a894378729\" alt=\"{\\displaystyle {\\frac {1}{k^{2}}}\\geq 1}\" \/> and the inequality is trivial as all probabilities are \u2264 1.&quot;<\/p>\n<p>&quot;As an example, using <img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/59b8a83b1bbde74730e5387d2099f2a18fea8a7a\" alt=\"{\\displaystyle k={\\sqrt {2}}}\" \/> shows that the probability that values lie outside the interval <img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/095b4536892df57bdf2208e47a327e66fe7b3833\" alt=\"{\\displaystyle (\\mu -{\\sqrt {2}}\\sigma ,\\mu +{\\sqrt {2}}\\sigma )}\" \/> does not exceed <img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/a11cfb2fdb143693b1daf78fcb5c11a023cb1c55\" alt=\"{\\frac {1}{2}}\" \/>.&quot;<\/p>\n<p><strong>&quot;Markov&#8217;s inequality <\/strong><\/p>\n<p>&quot;Markov&#8217;s inequality (and other similar inequalities) relate probabilities to <a href=\"https:\/\/en.wikipedia.org\/wiki\/Expected_value\" title=\"Expected value\">expectations<\/a>, and provide (frequently loose but still useful) bounds for the <a href=\"https:\/\/en.wikipedia.org\/wiki\/Cumulative_distribution_function\" title=\"Cumulative distribution function\">cumulative distribution function<\/a> of a random variable.&quot;<\/p>\n<h2>Statement[<a href=\"https:\/\/en.wikipedia.org\/w\/index.php?title=Markov%27s_inequality&amp;action=edit&amp;section=1\" title=\"Edit section: Statement\" style=\"text-decoration-line:none;color:rgb(11,0,128);background:none\">edit<\/a><span class=\"gmail-mw-editsection-bracket\" style=\"margin-left:0.25em;color:rgb(84,89,93)\">]<\/span><\/h2>\n<p> If X is a nonnegative random variable and <em>a<\/em> &gt; 0, then the probability that X is at least a is at most the expectation of X divided by a:<a href=\"https:\/\/en.wikipedia.org\/wiki\/Markov%27s_inequality#cite_note-ProbabilityCourse-1\">[1]<\/a><\/p>\n<p>{\\displaystyle \\operatorname {P} (X\\geq a)\\leq {\\frac {\\operatorname {E} (X)}{a}}.}<img decoding=\"async\" src=\"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/bd6bedf71baa9941ef8cc368072afab09e5ec9fb\" alt=\"{\\displaystyle \\operatorname {P} (X\\geq a)\\leq {\\frac {\\operatorname {E} (X)}{a}}.}\" \/><\/p>\n<p><em><strong>Sayed Ahmed<\/strong><br \/>\n<\/em><\/p>\n<p><em><strong>BSc. Eng. in Comp. Sc. &amp; Eng. (BUET)<\/strong><\/em><br \/>\n<em><strong>MSc. in Comp. Sc. (U of Manitoba, Canada)<\/strong><\/em><br \/>\n<em><strong>MSc. in Data Science and Analytics (Ryerson University, Canada)<\/strong><\/em><br \/>\n<em><strong>Linkedin<\/strong>: <a href=\"https:\/\/ca.linkedin.com\/in\/sayedjustetc\">https:\/\/ca.linkedin.com\/in\/sayedjustetc<\/a><br \/>\n<\/em><\/p>\n<p><em><strong>Blog<\/strong>: <a href=\"http:\/\/bangla.salearningschool.com\/\">http:\/\/Bangla.SaLearningSchool.com<\/a>, <a href=\"http:\/\/sitestree.com\">http:\/\/SitesTree.com<\/a> <\/em><br \/>\n<em><strong>Online and Offline Training<\/strong>: <a href=\"http:\/\/training.SitesTree.com\">http:\/\/Training.SitesTree.com<\/a> <\/em><\/p>\n<p><em>Get access to courses on Big Data, Data Science, AI, Cloud, Linux, System Admin, Web Development and Misc. related. Also, create your own course to sell to others to earn a revenue.<\/em><br \/>\n<a href=\"http:\/\/sitestree.com\/training\/\">http:\/\/sitestree.com\/training\/<\/a><\/p>\n<p><em><strong>I<\/strong>f you want to contribute to the operation of this site (Bangla.SaLearn) including occasional free and\/or low cost online training (using Zoom.us): <a href=\"http:\/\/training.sitestree.com\/\">http:\/\/Training.SitesTree.com<\/a> (or charitable\/non-profit work in the education\/health\/social service sector), you can financially contribute to: safoundation at <a href=\"http:\/\/salearningschool.com\">salearningschool.com<\/a> using Paypal or Credit Card (on <\/em><a href=\"http:\/\/sitestree.com\/training\/enrol\/index.php?id=114\">http:\/\/sitestree.com\/training\/enrol\/index.php?id=114<\/a> <em>).<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Chebyshev&#8217;s inequality &quot;In probability theory, Chebyshev&#8217;s inequality (also called the Bienaym\u00e9\u2013Chebyshev inequality) guarantees that, for a wide class of probability distributions, no more than a certain fraction of values can be more than a certain distance from the mean. Specifically, no more than 1\/k2 of the distribution&#8217;s values can be more than k standard deviations &hellip; <\/p>\n<p><a class=\"more-link btn\" href=\"http:\/\/bangla.sitestree.com\/?p=16531\">Continue reading<\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[1910,182],"tags":[],"class_list":["post-16531","post","type-post","status-publish","format-standard","hentry","category-ai-ml-ds-rl-dl-nn-nlp-data-mining-optimization","category---blog","item-wrap"],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"jetpack-related-posts":[{"id":16532,"url":"http:\/\/bangla.sitestree.com\/?p=16532","url_meta":{"origin":16531,"position":0},"title":"Part 1: Some Math\/Stat Background that (true) Data Scientists will know\/use: from the internet","author":"Sayed","date":"December 28, 2019","format":false,"excerpt":"Chebyshev's inequality \"In probability theory, Chebyshev's inequality (also called the Bienaym\u00e9\u2013Chebyshev inequality) guarantees that, for a wide class of probability distributions, no more than a certain fraction of values can be more than a certain distance from the mean. Specifically, no more than 1\/k2 of the distribution's values can be\u2026","rel":"","context":"In &quot;Math and Statistics for Data Science, and Engineering&quot;","block_context":{"text":"Math and Statistics for Data Science, and Engineering","link":"http:\/\/bangla.sitestree.com\/?cat=1908"},"img":{"alt_text":"","src":"https:\/\/upload.wikimedia.org\/wikipedia\/commons\/thumb\/8\/85\/Discrete_probability_distrib.svg\/220px-Discrete_probability_distrib.svg.png","width":350,"height":200},"classes":[]},{"id":16536,"url":"http:\/\/bangla.sitestree.com\/?p=16536","url_meta":{"origin":16531,"position":1},"title":"Part 2: Some basic Math\/Statistics concepts that Data Scientists (the true ones) will usually know\/use","author":"Sayed","date":"December 29, 2019","format":false,"excerpt":"Part 2: Some basic Math\/Statistics concepts that Data Scientists (the true ones) will usually know\/use (came across, studied, learned, used) Covariance and Correlation \"Covariance is a measure of how two variables change together, but its magnitude is unbounded, so it is difficult to interpret. 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They summarise how close each observed data value is to the\u2026","rel":"","context":"In &quot;\u09ac\u09cd\u09b2\u0997 \u0964 Blog&quot;","block_context":{"text":"\u09ac\u09cd\u09b2\u0997 \u0964 Blog","link":"http:\/\/bangla.sitestree.com\/?cat=182"},"img":{"alt_text":"","src":"","width":0,"height":0},"classes":[]},{"id":16434,"url":"http:\/\/bangla.sitestree.com\/?p=16434","url_meta":{"origin":16531,"position":3},"title":"Stochastic Processes and Related Terms","author":"Sayed","date":"November 27, 2019","format":false,"excerpt":"What is a Random Variable? 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