Delta Tschebycheff inequality

Theorem

Let $\mathbb{T}$ be a time scale and let $\epsilon > 0$. Then $$\dfrac{\mathbb{V}ar_{\mathbb{T}}(X) - \mathbb{E}_{\mathbb{T}}(2H(X))}{\epsilon^2} \geq P((X-\mathbb{E}_{\mathbb{T}}(X))^2 \geq \epsilon^2),$$ where the density function of $H(X)$ is $h_2(t,0)-\dfrac{t^2}{2}$.

References

$\Delta$-Inequalities

Bernoulli

Bihari

Cauchy-Schwarz

Gronwall

Hölder

Jensen

Lyapunov

Markov

Minkowski

Opial

Tschebycheff

Wirtinger