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Sam Power
spmontecarlo.bsky.social
did:plc:2b273mkooeajt3ibvwazxt4d
The Chebyshev-Cantelli inequality is a one-sided variant of the usual Chebyshev tail inequality. It doesn't always get as much airplay, in part because the improvement is perhaps somewhat marginal, and in part because the proof is not quite as obvious as for the conventional Chebyshev.
2025-01-25T21:53:05.657Z