= Chebyshev test for a regression coefficient
{c}
{title2=$\Pr_0(|\widehat\theta|\ge\sqrt{v/\alpha})\le\alpha$}
An unbiased coefficient <estimator> with known <variance> $v$ gives a conservative level-$\alpha$ test of a zero coefficient by rejecting when its absolute value is at least $\sqrt{v/\alpha}$. <Chebyshev's inequality> bounds the null rejection <probability> by $\alpha$. This test needs the <variance> assumptions but no <Gaussian error> distribution; a normal-reference test requires additional distributional justification.
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