Cantelli's Inequality, in probability theory, is an improved version of Chebyshev's inequality for one-sided tail bounds, giving a tighter bound on the probability that a random variable deviates from its mean in only one particular direction rather than either direction. It is named for the Italian mathematician Francesco Paolo Cantelli and is also known as the one-sided Chebyshev inequality.
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1. Wikipedia: Cantelli's inequality
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In probability theory, Cantelli's inequality (also called the Chebyshev-Cantelli inequality and the one-sided Chebyshev inequality) is an improved version of Chebyshev's inequality for one-sided tail bounds.
2. Cantelli's inequality, Wikipedia
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Francesco Paolo Cantelli who published it in 1928.
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