Cantelli's inequality

In probability theory, Cantelli's inequality, named after Francesco Paolo Cantelli, is a generalization of Chebyshev's inequality in the case of a single "tail". The inequality states that where is a real-valued random variable, is the probability measure, is the expected value of , is the variance of . Combining the cases of and gives, for

Cantelli's inequality

In probability theory, Cantelli's inequality, named after Francesco Paolo Cantelli, is a generalization of Chebyshev's inequality in the case of a single "tail". The inequality states that where is a real-valued random variable, is the probability measure, is the expected value of , is the variance of . Combining the cases of and gives, for