Statistics & probability

Markov inequality upper bound calculator

Bound an upper-tail probability using the mean of a nonnegative random variable.

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Behind the numbers

How this calculation works

The bound can be loose because the mean alone gives limited information about the distribution.

THE FORMULAP(X ≥ t) ≤ min(1,E[X]/t)

A worked example

A mean of 20 gives an upper bound of 0.4 at threshold 50.

Good to know

This is a bound and applies to nonnegative variables.

Read the result

Bound an upper-tail probability using the mean of a nonnegative random variable.

The primary result is labeled “Probability upper bound”. Keep the input definitions in view when comparing this result with another method.

Try a related calculation

This is a bound and applies to nonnegative variables.

For a related exercise, try the statistics calculator.

A few questions, answered

How can I check the default inputs by hand?

A mean of 20 gives an upper bound of 0.4 at threshold 50.

Which rule does this calculator apply?

P(X ≥ t) ≤ min(1,E[X]/t)

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