Chebyshev's inequality

Chebyshev's inequality
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 / k, i.e. assuming mean μ and standard deviation σ, the probability Pr is:

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  • Chebyshev, Pafnuty Lvovich — ▪ Russian mathematician born May 4 [May 16, New Style], 1821, Okatovo, Russia died November 26 [December 8], 1894, St. Petersburg  founder of the St. Petersburg mathematical school (sometimes called the Chebyshev school), who is remembered… …   Universalium

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