We’ve been using Chebyshev’s Inequality quite a bit in both of my classes, and this morning I realized that I have yet to figure out more about Chebyshev and then annoy you all with a blog post about him.
‘Cause, you know, that’s just what I do.
Pafnuty Lvovich Chebyshev, who has at least eight correct transliterations of his last name, was a Russian mathematician born in 1821. He was one of nine children and, due to a stunted leg, spent a hell of a lot of time studying as a boy. He pretty much did math from the get-go, eventually becoming a professor and mentoring, among other people, Andrey Markov.
Chebyshev is probably most famous for the above-mentioned Chebyshev’s Inequality, which states that for a random variable X with standard deviation sigma, the probability that the outcome of X is no less than a*sigma standard deviations away from the mean is no more than 1/a2. The Inequality is used in the proof of the Weak Law of Large Numbers (which we proved at the start of our probability class here!).
Chebyshev is considered a founder of Russian mathematics and won the Demodov Prize, a prestigious scientific prize awarded to members of the Russian Academy of Sciences, in 1849. He died in St. Petersburg in 1894.
