proof of Chebyshev’s inequality
Let and be real numbers suchthat . Write the product as
(1) | |||||
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If , each of the terms in parenthesesis less than or equal to , according tothe rearrangement inequality. From this, it follows that
or (dividing by )
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If , the same reasoning gives
It is clear that equality holds if or. To see that this condition is also necessary,suppose that not all ’s are equal, so that .Then the second term in parentheses of (1) can only beequal to if , the thirdterm only if , and so on, until the last term whichcan only be equal to if . Thisimplies that . Therefore, Chebyshev’s inequalityis an equality if and only if or.