Chebyshev's inequality

Meaning

Proper Noun

• The theorem that in any data sample with finite variance, the probability of any random variable X lying within an arbitrary real k number of standard deviations of the mean is 1 / k², i.e. assuming mean μ and standard deviation σ, the probability Pr is:

Origin

• From the surname of Pafnuty Chebyshev, the discoverer.