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Robbin's Inequality

If the fourth moment mu_4!=0, then

P(|x^_-mu_4|>=lambda)<=(mu_4+3(N-1)sigma^4)/(N^3lambda^4),

where sigma^2 is the variance.

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Cite this as:

Weisstein, Eric W. "Robbin's Inequality." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/RobbinsInequality.html

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