1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: Stat - Upperbound on the probability that one random variable is greater than another

  1. Mar 6, 2010 #1
    1. The problem statement, all variables and given/known data

    I have two random variables with two corresponding means and standard deviations. I need to calculate the upperbound that one of the random variables is greater than the other. Any ideas I'm stumped?

    2. Relevant equations

    I've used the Markov inequality to calculate the upperbound that a random variable is greater than some given number, but I'm not sure if I can use it here or if I can how to do so.

    3. The attempt at a solution

    Tried,

    P(B - A > 0) <= [E(B) - E(A)] / 0

    but this obviously doesn't work. Could it be possible somehow to get the result by subtracting the different means and standard deviations using the Chebyshev inequality?

    Say:

    P(|B-A|>r) <= (san dev)^2 / r^2

    but again r would equal 0.

    Thanks for any help you can give!
     
  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted