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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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