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2 Chebyshevs Theorem
Students often find this concept quite difficult.
First suppose the sample mean and the standard deviation are given below
x 20
s5
We could form an interval which is 1 standard deviation around the mean as
x 1s, x 1s
20 5, 20 5
15, 25
We could form an interval which is 2 standard deviations around the mean as
x 2s, x 2s
20 2 5, 20 2 5
20 10, 20 10
10, 30
We could form an interval which is 3 standard deviations around the mean as
x 3s, x 3s
20 3 5, 20 3 5
20 15, 20 15
5, 35
Basic Theorem
Chebyshevs Theorem tells us in a rough abstract way the proportion of data values that
will fall within a certain number of standard deviations of the mean.
What is important is this prediction is the worst case scenario and often there is a greater
proportion
The theorem says that for any
k1
form the proportion
1 12
k
and at least that proportion of data items with fall within the interval
x k s, x k s
Example 1, various k
2 standard deviations
k2
1 12 1 12 3 0. 75 75%
4
2
k
x 2s, x 2s
3 standard deviations
k3
1 12 1 12 8 0. 88 88%
9
k
3
x 3s, x 3s
Example 2
We have 200 data values and the mean is 50 with a standard deviation of 5, therefore we
get the interval
50 k 5, 50 k 5
50 5k, 50 5k
Question - What is the proportion of values that will fall between the following interval?
30, 70
So
30, 70 50 5k, 50 5k
Match things up and we get
50 5k 30
20 5k
4k
Form the proportion from the theorem
1 12 1 12 15 0. 937
16
k
4
So about 93.7% of the data should live in a our region, but recall how many data we had
was 200, so
0. 937 200 187. 4
So about 187 of our data should live within (30, 70) which was 5 standard deviations from
the mean.