Suppose that X is a continuous random variable with mean X and variance 2 X.

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Suppose that X is a continuous random variable with mean μX and variance σ2X. By separating the integral in the definition of σ2X into three parts and substituting the respective bounds for (x – μX)2 as follows

(x-x) = [(kox) 0 (kox) on (-, x - kox) on (lx  kx, Ux+kOx) on (x + kx, +) where k is a constant, prove

Deduce that for every continuous random variable X the probability is at least 8/9 that X will take a value within three standard deviations of the mean.

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