Chebyshev's Inequality
If is a random variable and , then
Proposition 3.32 (Chebyshev's Inequality)
Let be a random variable and . Then
Proof
Squaring the deviation and applying Markov’s inequality to the non-negative random variable ,
Related
Stated in
- Proposition 3.32 (Chebyshev's Inequality)§3.3 Inequalities