Chapter 19 Deviation from the Mean802
gives
VarŒSnçDn.p.1 p//n
1
4
D
n
4
: (19.18)
Next, we bound the variance ofSn=n:
Var
Sn
n
D
1
n
2
VarŒSnç (Square Multiple Rule for Variance (19.9))
1
n
2
n
4
(by (19.18))
D
1
4n
(19.19)
Using Chebyshev’s bound and (19.19) we have:
Pr
ˇˇ
ˇˇSn
n