Abstract:
In this paper, we obtain a new generalization of a Chebyshev–Markov type inequality. Then we apply it to the symmetric distribution and the skewed distribution respectively, showing that it is sharper than the original Chebyshev inequality.
Keywords:
Chebyshev inequality, Markov inequality, probability bounds.
National Key Research and Development Program of China
2021YFA1003501
Natural Science Foundation of Liaoning Province
2021-MS-119
Dalian Youth Science and Technology Star project
2018RQ06
Fundamental Research Funds for the Central Universities
DUT20GJ216 DUT22QN251
This work was supported by the National Natural Science Foundation of China grants (Nos. U1906233, 11472076 and 51609034), the National Key R&D program of China (№ 2021YFA1003501), the Science Foundation of Liaoning Province of China (№ 2021-MS-119), the Dalian Youth Science and Technology Star project (№ 2018RQ06), and the Fundamental Research Funds for the Central Universities grant (№ DUT20GJ216 and DUT22QN251).
Citation:
L. Zhu, F. Wu, Y. L. Zhao, Y. X. Yang, W. X. Zhong, “A generalization of Chebyshev–Markov type inequality”, Teor. Veroyatnost. i Primenen., 70:1 (2025), 169–181; Theory Probab. Appl., 70:1 (2025), 140–150