Markov's inequality 马尔可夫不等式
(重定向自Markov inequality)
In probability theory, Markov's inequality gives an upper bound for the probability that a non-negative function of a random variable is greater than or equal to some positive constant. It is named after the Russian mathematician Andrey Markov, although it appeared earlier in the work of Pafnuty Chebyshev (Markov's teacher), and many sources, especially in analysis, refer to it as Chebyshev's inequality (sometimes, calling it the first Chebyshev inequality, while referring to the Chebyshev's inequality as the second Chebyshev's inequality) or Bienaymé's inequality.