Difference between revisions of "Chebyshev's Inequality"
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Revision as of 01:43, 1 July 2006
Chebyshev's inequality, named after Pafnuty Chebyshev, states that if
and
then the following inequality holds:
.
On the other hand, if and
then:
.
Proof
Chebyshev's inequality is a consequence of the Rearrangement inequality, which gives us that the sum is maximal when
.
Now, by adding the inequalities:
,
,
...
we get the initial inequality.