Question: Suppose that a continuous random variable X has mean, and variance . By writing and using a lower bound for the integrand in the latter

Suppose that a continuous random variable X has meanµ, and variance ϕ. By writing 

= [(x  )p(x)dx > Suite- (x  )p(x)dx - {x;\x-)>c}

and using a lower bound for the integrand in the latter integral, prove that 

P(|x  | > c) < 1/2. c

Show that the result also holds for discrete random variables. [This result is known as Cebysev's Inequality (the name is spelt in many other ways, including Chebyshev and Tchebycheff).]

= f(x )p(x)dx > Suite- (x )p(x)dx - {x;\x->c}

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