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Research Report SRR95-013
A Note On Chebyshev Type Inequalities
Kee-Won Lee
Abstract:
We present a short and intuitive proof of Chebyshev type inequalities.
This uses
a simple diagram which illustrates the functional bound for the indicator
function
of the event whose probability we want to assess. We also give a geometric
interpretation of the inequalities in terms of volume in a Euclidean space of
appropriate dimension. Markov's inequality and Chebyshev's inequality are
treated
in more detail.
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