ewiuu T ts n wwpe beund f tthe ()

Cuysuev irquoliy
C all.d poboKily hat "a nn-migatire . o1
Mk.ou inegualily: to samu t
n»v. o hv. Aastu than or equad Cost.
a nm-ngatuwe noaudom variasle, then
at
Mark ons inng ully

PLaa) E ]

t x be a omtiunuous h.v. i t n par A).

Thun ELx kxnda = i c d +
.ftx)dx
O
O

7ad a kandz a (ftxdz =al\a

=

NOTE le puore this Inequal

Cau

eL, P7a O
diurAete, an mutad
Tandom

vaxiablus similarlytusing ihe gul-

a i n d PDF

Genaizad Markes Inegually

TX be a kandom Vohialel ad g) a on-ngatur

w.ction wih R as g domain , thud

PL)zk]s ELIC)] 0evey K>0

NOTE Tail, hounds: a a v tu tails o ahe the

Aaststhe Pme that ase fas Aom man.
-M8

Tails
O
5 20 5
 EI. At Xbinomial ln,p). Uing Matkss intaualit,
nd a ppes bound onPCX *n),ww P<azI
ewaluate the bounnd p-and
Note Note that x ib a nm nigdiwe T.V. ad

Applyingmankous intaualuy
Pxn) EK n
to and o =3 we taun

Chuluyshn nnualy
Cnubyphou mgualy uses thu vauanc to aund
th peakiliy bhat a andom Vanialle dutatis tah

m Th man.
ut x b a andom varialsle ww £Lx]- H ad

Thn o Cosont C70

 .Aot Xv Binomal(n.o) . Uhnq (helsyshuws wnuali
T a wpAes bound nPX7An) whwhe p<a a
aluat tthe bouncd p nd
Can
way to tain a nd is to wAili
PX 7&n) P-n=

&n-np j
PLIK-npl n* -np) < Naslk)
(n -np)

n-p
and d-3 sotaun

PX3n

Chgluyshov intguality tan be kustatid as

P-ER)l <e} 7 l-LVaslk

bund the
ThL huluyshu ngualiruves
an vent given in ums oa kadom
ohahiluty o
and vaniance. tuthun i s
ariable od t
mLan

on the dlistibuin e x.
disthioutien X.
depend
bund dses mbt
f l92 a86
r tHAi Moya
 sOLVED EXAMPLES
Example 1.92. 1fXis a random variable such that ELxI=3 and E[X]=13, use the Chebyshev'
inequality to determine the lower bound for Pl-2 <X<8J.
Or
IXis a variate such that EX] = 3, EX] = 13, show that
PI-2<X<8] 2 21/25.
Solution. We know var [X] E[X]-{E[X]}2
=

=
13 -9 =4o =2.
Now P[-2 <X<8] =P[-2-3<X-3 <8-3]
=
P-5 <X-3 <5]
=
P[X-3 |< 5]2 1 -(2/5 ). by Chebyshev's inequality
Hence, P-2<X<8] > 21/25 ie., 21/25 is a lower bound for P[-2 <X<8]

Example 1.93. Variate X takes the values - 1, 1, 3, 5 with associated probability 1 1

Computep =P[[X-3|2 1 directly and find on upper bound top by using Chebyshev's inequality

Solution. EX -1143+5
6 6 6
-3,
ELX=11 25-
o-varX=ELX]- {ELXJ}2 =-9=
By Chebyshev's inequality, we have
16
p-P[lx-3|s1]2= ( C1)
Hence, an upper bound to p is 16/3.
Actual
p=1-P[x-3|< 1] =1-P[-1<X-3 <1]
=
1 - P[2 <X<4] 1-P[X= 3]
=
= 1-
 hms Bound
The huwl laund urishs aw ppu
aQund on

mL prestku
hu ail phoalauluty PLx7,a1 hane a tCa-a)
-ed Lstant. frst ote that ul1-a) e
anyt7o. Auunu hat X a C.RV. Th

L7a =
,dz =
() ulx-a)dx
t(aa)
PLs7a e Tus must held tos t7o.

-at
e Mzlt) RuLoh momuut Genratung .

-at
7a) e M(t)

Th iakst bound wiehn occus whn the RH S.

sminiunmized wAt t is calld th hwnsh hound.
 , imp t uudestnvd whaTv behavt
Uenel bound: expetd
clo ie us
wih acuimpbOunA
what prob do tuy
sa clo tuis expctaio
kaaw Chulushav's ineaualitiy gives a implu bouud
On th probakiily that a kandom vaAialblu deviats

Lerm it expected value hy a wstan amaunt.

Chnet haunds Aet kimpla c a

ws tahe he

Sun ndepondaut Buuoulli ials ie. the

CQ wuch each hv. nly taks t h aalus
0 ak . fax ex: fokung of a (oiu.

dut x = X; ,uwhue X; = I wilh phobakilig P

aud X = 0 wtn puobakiluly QudQud alu Xi ase

udapendut. lot l= ECK) =Z Pi . Then

i
i
Uppe Tail: P(x >(+8)A) $ e * s ald S 7o;|

-AS/2
Cii) dowah lail P(xg (Is)M) e a l l o <6<1;

Motu that th uww aud uppe tails take diffeoi

ohms
he SE (o,1) we Ca Comkin the lowe and uppes
uppes
9We
ailstboe to abtain the tallouing simple and
wul Jound
 D all 0<S<
P(Ix- 2 Su ) S 2e
Auoth

Alo hl a state Chennet &anols as

-Sa
all S>0
PUxa) e M(s) ov
-Sa
f s al S<o
PCKa) e M)

MS) is the momut guwaug duuCusn.

yalus
U Chns beunds as Valid fo al
S70 and S40 ,wt can chese S n a ua
to obtain best haund ie.

e Mx(s)
POxa) min
S7O
-Sa
P(xsa) mu eMxs)
So