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Any real number
Must be > 0
Must be > 1 for a meaningful bound
Between 0 and 100 (exclusive)
Minimum Data Within Range
Range Lower Bound
Range Upper Bound
Max % Outside Range
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About

Chebyshev's inequality provides a guaranteed lower bound on data concentration around the mean for any distribution - normal, skewed, bimodal, or otherwise. The bound states that at least 1 1/k2 of observations fall within k standard deviations (σ) of the mean (μ), provided k > 1. This is weaker than distribution-specific rules (e.g., the empirical 68-95-99.7 rule for normal curves) but applies universally. Misapplying the empirical rule to non-normal data leads to incorrect confidence intervals and flawed risk assessments.

This calculator accepts a mean, standard deviation, and a k value to compute the minimum guaranteed percentage of data within the resulting interval. It also computes the explicit numeric range [μ , μ + ]. Note: the theorem provides a lower bound only. Actual concentration may be significantly higher depending on the true distribution shape. The bound is not tight for most practical distributions.

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Formulas

Chebyshev's inequality (also Chebyshev-Bienaymé inequality) bounds the probability that a random variable deviates from its mean by more than k standard deviations:

P(|X μ| ) 1k2

Equivalently, the minimum proportion of data within the interval is:

P(|X μ| < ) 1 1k2

The numeric interval boundaries are computed as:

Lower = μ k σ Upper = μ + k σ

Where μ = population or sample mean, σ = standard deviation (population or sample), k = number of standard deviations (k > 1 for a non-trivial bound). The theorem requires only finite mean and finite non-zero variance. No assumption about distribution shape is needed.

Reference Data

k (Std Devs)Min. % Within RangeMax. % OutsideNormal Dist. Actual %Bound Tightness
1.00.00%100.00%68.27%Non-informative
1.117.36%82.64%72.87%Very loose
1.230.56%69.44%76.99%Loose
1.340.83%59.17%80.64%Loose
1.448.98%51.02%83.85%Moderate
1.555.56%44.44%86.64%Moderate
2.075.00%25.00%95.45%Moderate
2.584.00%16.00%98.76%Moderate
3.088.89%11.11%99.73%Tighter
3.591.84%8.16%99.95%Tighter
4.093.75%6.25%99.99%Tight
4.595.06%4.94% 100%Tight
5.096.00%4.00% 100%Tight
6.097.22%2.78% 100%Very tight
7.097.96%2.04% 100%Very tight
8.098.44%1.56% 100%Very tight
10.099.00%1.00% 100%Near-maximum

Frequently Asked Questions

When k = 1, the formula yields 1 1/12 = 0, meaning at least 0% of data is guaranteed within one standard deviation - a trivially true statement. For k < 1, the result becomes negative, which is meaningless as a probability. The bound only becomes informative for k > 1.
For a normal distribution at k = 2, the empirical rule gives 95.45% of data within the range, while Chebyshev guarantees only 75%. Chebyshev is distribution-free, so it must account for worst-case distributions (e.g., bimodal with mass concentrated at the tails). Use the empirical rule only when normality is verified (Shapiro-Wilk test, Q-Q plot).
The theorem applies to any random variable with finite variance. In practice, you substitute the sample mean (x) and sample standard deviation (s) for μ and σ. The bound remains valid as a probabilistic statement about the distribution. For small samples (n < 30), the estimate of σ itself carries substantial uncertainty.
Yes. The bound is tight for specific discrete distributions. A two-point distribution placing probability 1/(2k2) at each of μ ± and the remaining mass at μ achieves exact equality. This is the worst-case distribution the theorem guards against.
A standard deviation of 0 means all data points equal the mean. The theorem's premise requires σ > 0. With zero variance, 100% of data is trivially within any range, making the bound unnecessary. This calculator rejects σ = 0 with an error message.
Rearrange the formula: k = 1 / (1 p), where p is the desired proportion (as a decimal). For example, to guarantee at least 90%: k = 10 3.162. This calculator supports a reverse mode for this computation.