English Dictionary

Chebyshev's inequality

name

(statistics) The theorem that in any data sample with finite variance, the probability of any random variable X that lies k or more standard deviations away from the mean is no more than 1/k², i.e. assuming mean μ and standard deviation σ, the probability is:

Chebyshev's inequality is a fundamental theorem in probability theory.

意味（1）

(statistics) The theorem that in any data sample with finite variance, the probability of any random variable X that lies k or more standard deviations away from the mean is no more than 1/k², i.e. assuming mean μ and standard deviation σ, the probability is:

Pr (|X-𝜇|≥k𝜎)≤1/(k²)