Chebyshev's Inequality

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Let X be a random variable with 0<E[X2]<. Let σ2 be the variance of X. Then for any k>0, we have

P[|XE[X]|kσ]1k2

References

References

See Also

Mentions

Mentions

File Last Modified
concentration inequality for magnitude of standard gaussian random vector 2025-09-08
Markov's Inequality 2025-09-08
Random Matrix Lecture 01 2025-09-11

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Created 2025-09-08 ֍ Last Modified 2025-09-11