Chebyshev inequalities

E451512

Chebyshev inequalities are probabilistic bounds that limit how much a random variable’s values can deviate from its mean in terms of its variance.

All labels observed (7)

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf concentration inequality ⓘ
probabilistic inequality ⓘ
alsoKnownAs Chebyshev–Cantelli inequalities ⓘ
Chebyshev’s inequality ⓘ
appliesTo both discrete and continuous random variables ⓘ
random variables with finite variance ⓘ
assumes finite second moment ⓘ
category inequalities in probability theory ⓘ
doesNotAssume independence of observations ⓘ
symmetry of distribution ⓘ
doesNotRequire specific distributional assumptions ⓘ
field probability theory ⓘ
statistics ⓘ
foundationFor other concentration inequalities ⓘ
generalizes empirical rule to arbitrary distributions with finite variance ⓘ
guarantees at least 1−1/k² of probability mass lies within k standard deviations of mean ⓘ
hasForm P(|X−μ| ≥ kσ) ≤ 1/k² for k>0 ⓘ
hasOneSidedForm P(X−μ ≥ kσ) ≤ 1/(1+k²) in Cantelli form ⓘ
hasProperty applies for all k>0 ⓘ
tight for some distributions ⓘ
implies at least 75% of values lie within 2 standard deviations of mean ⓘ
at least 89% of values lie within 3 standard deviations of mean ⓘ
at least 96% of values lie within 5 standard deviations of mean ⓘ
probability of large deviation is small if variance is small ⓘ
is distribution-agnostic ⓘ
often loose compared to distribution-specific bounds ⓘ
isSpecialCaseOf Markov inequality ⓘ
namedAfter Pafnuty Chebyshev ⓘ
provides upper bound on tail probabilities ⓘ
relatedTo Chernoff bounds ⓘ
linked to: Chernoff bound

Hoeffding inequality ⓘ
Markov inequality ⓘ
relates variance to deviation from mean ⓘ
type moment inequality ⓘ
usedFor bounding error probabilities in algorithms ⓘ
constructing confidence bounds ⓘ
distribution-free bounds ⓘ
proving weak law of large numbers ⓘ
robust risk assessment ⓘ
sample size estimation ⓘ
usedIn actuarial science ⓘ
finance ⓘ
machine learning ⓘ
quality control ⓘ
uses mean of a random variable ⓘ
variance of a random variable ⓘ

How these facts were elicited

Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Inequalities → containsTopic → Chebyshev inequalities ⓘ
Pafnuty Chebyshev → notableWork → Chebyshev inequality ⓘ
linked to: Chebyshev inequalities
Mertens’ theorems → relatedTo → Chebyshev’s theorems ⓘ
linked to: Chebyshev inequalities
Chebyshev inequalities → alsoKnownAs → Chebyshev’s inequality ⓘ
linked to: Chebyshev inequalities
Chebyshev inequalities → alsoKnownAs → Chebyshev–Cantelli inequalities ⓘ
linked to: Chebyshev inequalities
Chebyshev inequalities → isSpecialCaseOf → Markov inequality ⓘ
linked to: Chebyshev inequalities
LLN → relatedConcept → Chebyshev inequality ⓘ
linked to: Chebyshev inequalities
Chernoff bound → comparedTo → Chebyshev inequality ⓘ
linked to: Chebyshev inequalities
Chernoff bound → strongerThan → Chebyshev inequality in many settings ⓘ
linked to: Chebyshev inequalities