In probability theory, Kolmogorov's inequality is a so-called "maximal inequality" that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound. The inequality is named after the Russian mathematician Andrey Kolmogorov.
Read more about Kolmogorov's Inequality: Statement of The Inequality, Proof
Famous quotes containing the word inequality:
“Nature is unfair? So much the better, inequality is the only bearable thing, the monotony of equality can only lead us to boredom.”
—Francis Picabia (1878–1953)