Chapter 18 Deviation from the Mean630
Next, we bound the variance ofSn=n:
Var
Sn
n
D
1
n
2
VarŒSnç (by (18.9))
1
n
2
n
4
(by (18.5.1))
D
1
4n
(18.18)
Using Chebyshev’s bound and (18.18) we have:
Pr
ˇˇ
ˇˇSn
n
Chapter 18 Deviation from the Mean630
Next, we bound the variance ofSn=n:
Var
Sn
n
n
VarŒSnç (by (18.9))
n
n
4
(by (18.5.1))
4n
Using Chebyshev’s bound and (18.18) we have:
Pr
ˇˇSn
n