i.c P(x-μ ≥ko) ≤ 1/1/2 < And now we proof our main result. Proof: Let z be a continuous random variable 0² E[(x-μ)²] [(x − μ)² f(x) dx - = ∞ "-ko 00 FL μ + ko 8X μ-ko rutko (x-μ)²) (x − 1)² f(x)}dx + [lth (x − 1)²f(x)dx + -ka Suv (2 - 11) ² µ+ko

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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How did the E turn to the integral? Please explain in detail not understanding the first two lines
Here is the transcribed content suitable for an educational website:

---

**Main Result: Chebyshev's Inequality**

i.e. \( P(|x - \mu| \geq k\sigma) \leq \frac{1}{k^2} \)

And now we prove our main result.

**Proof:** Let \( x \) be a continuous random variable.

\[
\sigma^2 = E[(x - \mu)^2]
\]

\[
= \int_{-\infty}^{\infty} (x - \mu)^2 f(x) \, dx
\]

Visual representation with the range:

\[
-\infty \quad | \quad \mu - k\sigma \quad | \quad \mu \quad | \quad \mu + k\sigma \quad | \quad \infty
\]

Further expansion:

\[
= \int_{-\infty}^{\mu-k\sigma} (x - \mu)^2 f(x) \, dx + \int_{\mu-k\sigma}^{\mu+k\sigma} (x - \mu)^2 f(x) \, dx + \int_{\mu+k\sigma}^{\infty} (x - \mu)^2 f(x) \, dx
\]

---

This text explains the derivation of the Chebyshev’s inequality and breaks down the variance calculation into integrals over specific intervals. This could serve as part of a lesson on probability theory or statistics, specifically focusing on variance and Chebyshev's inequality.
Transcribed Image Text:Here is the transcribed content suitable for an educational website: --- **Main Result: Chebyshev's Inequality** i.e. \( P(|x - \mu| \geq k\sigma) \leq \frac{1}{k^2} \) And now we prove our main result. **Proof:** Let \( x \) be a continuous random variable. \[ \sigma^2 = E[(x - \mu)^2] \] \[ = \int_{-\infty}^{\infty} (x - \mu)^2 f(x) \, dx \] Visual representation with the range: \[ -\infty \quad | \quad \mu - k\sigma \quad | \quad \mu \quad | \quad \mu + k\sigma \quad | \quad \infty \] Further expansion: \[ = \int_{-\infty}^{\mu-k\sigma} (x - \mu)^2 f(x) \, dx + \int_{\mu-k\sigma}^{\mu+k\sigma} (x - \mu)^2 f(x) \, dx + \int_{\mu+k\sigma}^{\infty} (x - \mu)^2 f(x) \, dx \] --- This text explains the derivation of the Chebyshev’s inequality and breaks down the variance calculation into integrals over specific intervals. This could serve as part of a lesson on probability theory or statistics, specifically focusing on variance and Chebyshev's inequality.
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