Inequalities | |||
---|---|---|---|
Triangulare Inequalities | |||
The complement of an event A (i.e. the event A not occurring) | $ \,P(A^c) = 1 - P(A)\, $ | ||
Cauchy-schwarz Inequality | Uniform random variable over (a,b) | $ \,E[X] = \frac{a+b}{2},\ \ Var(X) = \frac{(b-a)^2}{12}\, $ | |
Gaussian random variable with parameter $ \mu \mbox{ and } \sigma^2 $ | $ \,E[X] = \mu,\ \ Var(X) = \sigma^2\, $ | ||
Exponential random variable with parameter $ \lambda $ | $ \,E[X] = \frac{1}{\lambda},\ \ Var(X) = \frac{1}{\lambda^2}\, $ |