Multidimensional Chebyshev's inequality
= Multidimensional Chebyshev's inequality
{wiki=Multidimensional_Chebyshev's_inequality}
Multidimensional Chebyshev's inequality is an extension of the classical Chebyshev's inequality to the context of multivariate distributions. The classical Chebyshev's inequality provides a probabilistic bound on how far a random variable can deviate from its mean.