Exercise · ZW-CHEBYSHEV-INEQUALITY-004 · ★☆☆ Basic

If \(\operatorname{Var}(X)=\tfrac14\), the Chebyshev bound for \(P(|X-\mu|\ge1)\) is:

Choose one option.

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  • A. \(\tfrac14\)

Explanation

The equivalent form is \(P(|X-\mu|\ge\varepsilon)\le\sigma^2/\varepsilon^2=\tfrac14/1=\tfrac14\).

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Review the concept: Chebyshev inequality

Chebyshev's inequality bounds the probability \(P\) that a variable \(X\) deviates from its mean \(\mu\) by more than \(k\) standard deviations \(\sigma\), using only its variance.

\[P\big(|X-\mu|\ge k\sigma\big)\le\dfrac{1}{k^2}\]

More practice problems: chebyshev inequality

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