https://www.math.wustl.edu/~russw/f10.math493/chebyshev.pdf
http://www.tkiryl.com/Probability/Chapter%208.pdf
http://mathworld.wolfram.com/ChebyshevInequality.html
Apply Markov's inequality with to obtain
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(1)
|
Therefore, if a random variable has a finite mean
and finite variance
, then for all
,
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(2)
|
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(3)
|