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Robbin's Inequality

If the fourth Moment $\mu_4\not=0$, then

\begin{displaymath}
P(\vert\bar x-\mu_4\vert\geq\lambda) \leq {\mu_4+3(N-1)\sigma^4\over N^3\lambda^4},
\end{displaymath}

where $\sigma^2$ is the Variance.




© 1996-9 Eric W. Weisstein
1999-05-25