chebyshev's inequality

English - English

Definition of chebyshev's inequality in English English dictionary

The theorem that in any data sample with finite variance, the probability of any random variable X lying within an arbitrary real k number of standard deviations of the mean is 1 / k2, i.e. assuming mean μ and standard deviation σ, the probability Pr is:

\Pr(\left|X-\mu\right|\geq k\sigma)\leq\frac{1}{k^2}.

Hyphenation

chebyshev's in·e·qua·li·ty

Etymology

() From surname of Pafnuty Chebyshev, the discoverer.