Second-moment method

Second moment method

The second moment method is a technique used in probability theory and analysis to show that a random variable has positive probability of being positive. It involves comparing the second moment of random variables to the square of the first moment, and can often provide a lower bound on the probability that the random variable is larger than some constant times its expectation.

1 courses cover this concept

CS 265 / CME 309 Randomized Algorithms and Probabilistic Analysis

Stanford University

Fall 2022

This course dives into the use of randomness in algorithms and data structures, emphasizing the theoretical foundations of probabilistic analysis. Topics range from tail bounds, Markov chains, to randomized algorithms. The concepts are applied to machine learning, networking, and systems. Prerequisites indicate intermediate-level understanding required.

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