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Slika - Shrani.si

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A. Juriˇ<strong>si</strong>ć in V. Batagelj: Verjetnostni račun in statistika 254<br />

✬<br />

✫<br />

Neenakost Čebiˇseva<br />

Če ima slučajna spremenljivka X končno disperzijo, tj. DX < ∞,<br />

velja za vsak ε > 0 neenakost Čebiˇseva<br />

P (|X − EX| ≥ ε) ≤ DX<br />

.<br />

ε2 Dokaz: Pokaˇzimo jo za zvezne spremenljivke<br />

P (|X − EX| ≥ ε) =<br />

≤ 1<br />

ε 2<br />

<br />

∞<br />

−∞<br />

|x−EX|≥ε<br />

p(x) dx = 1<br />

ε 2<br />

(x − EX) 2 p(x) dx = DX<br />

.<br />

ε2 <br />

|x−EX|≥ε<br />

Univerza v Ljubljani ▲<br />

❙ ▲<br />

▲<br />

ε 2 p(x) dx<br />

● ❙ ▲<br />

▲<br />

☛ ✖<br />

▲<br />

✩<br />

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