I would like to learn how the expression below is 1. Without understanding it I am having trouble to go on with Chebbyshev's Inequality. It's maybe too basic, but I appreciate any help.
1 Answer
$\begingroup$
$\endgroup$
2
$$E\left[\frac{(y-\mu)^2}{\sigma^2}\right] $$
$\sigma^2$ is a constant,
$$\frac{1}{\sigma^2}E\left[(y-\mu)^2\right] $$
I assume $\sigma^2$ is notation for the variance of $y$, and thus $Var(y) = \sigma^2 = E\left[(y-\mu)^2\right]$.
We now have,
$$\frac{1}{\sigma^2}\sigma^2 =1 $$