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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Obtaining Chebyshev bound based thresholds for a particular tail probability using higher or...

This is a research question. Consider an univariate non-negative random variable $q$. I intend to have a desired tail probability, say $\mathcal{A}$. If I don't know the distribution of $q$, but I kno …