English Dictionary

Chebyshev's inequality

固有名詞

(statistics) The theorem that in any data sample with finite variance, the probability of any random variable X that lies k or more standard deviations away from the mean is no more than 1/k², i.e. assuming mean μ and standard deviation σ, the probability is:

日本語の意味

有限分散を持つ任意のデータサンプルにおいて、平均μからk倍以上の標準偏差σ離れた位置にある任意の確率変数Xの出現確率が、1/k²以下となることを保証する統計学の定理。

Chebyshev's inequality shows that, for any distribution with finite variance, the probability that a random variable lies at least k standard deviations from the mean is at most 1/k2.

チェビシェフの不等式は、分散が有限の任意の分布について、確率変数が平均からk標準偏差以上離れる確率は高々1/k^2であることを示します。

意味（1）

(statistics) The theorem that in any data sample with finite variance, the probability of any random variable X that lies k or more standard deviations away from the mean is no more than 1/k², i.e. assuming mean μ and standard deviation σ, the probability is:

Pr (|X-𝜇|≥k𝜎)≤1/(k²)