Chebyshev's inequality

cosmos 10th July 2018 at 7:22pm
Probability theory

https://en.wikipedia.org/wiki/Chebyshev%27s_inequality

Pr(Xμkσ)1k2\Pr(|X-\mu |\geq k\sigma )\leq {\frac {1}{k^{2}}}

Related to Markov's inequality

See also Chernoff bound