Geometric Interpretation on Chebyshev Type Inequalities

  • Published : 1999.04.01

Abstract

We present a geometric interpretation 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.

Keywords

References

  1. Journal of the American Statistical Association v.50 On Generalizations of Tchebychef's Inequality Godwin, H.J.
  2. I. J. Bienayme: Statistical Theory Anticipated Heyde, C.C.;Seneta, E.