Chebyshev inequality

Vo Quoc Ba Can
Student, Can Tho University, Vietnam

Chebyshev inequality is a useful instrument in solving inequalities where the

rearrangement of variables is possible. In this short note, we will give some tech-
niques to use this nice inequality.
Theorem 1 (Chebyshev inequality). Consider two sequences of n real numbers
(a1 , a2 , . . . , an ) and (b1 , b2 , . . . , bn ). If the two sequences are sorted, that is a1 ≤
a2 ≤ · · · ≤ an , and b1 ≤ b2 ≤ · · · ≤ bn (or a1 ≥ a2 ≥ · · · ≥ an , and b1 ≥ b2 ≥
· · · ≥ bn ) then
1
a1 b1 + a2 b2 + · · · + an bn ≥ (a1 + a2 + · · · + an )(b1 + b2 + · · · + bn )
n
Equality occurs if and only if a1 = a2 = · · · = an or b1 = b2 = · · · = bn .
Indeed, we have
n(a1 b1 + a2 b2 + · · · + an bn ) − (a1 + a2 + · · · + an )(b1 + b2 + · · · + bn )
Xn
= (ai − aj )(bi − bj ) ≥ 0
i,j=1

Since (a1 , a2 , . . . , an ) and (b1 , b2 , . . . , bn ) are sorted then (ai − aj )(bi − bj ) ≥ 0.

We have the following corollary
Corollary 1 (Corollary of Chebyshev inequality). If a1 ≤ a2 ≤ · · · ≤ an ,
and b1 ≥ b2 ≥ · · · ≥ bn (or a1 ≥ a2 ≥ · · · ≥ an , and b1 ≤ b2 ≤ · · · ≤ bn ) then
1
a1 b1 + a2 b2 + · · · + an bn ≤ (a1 + a2 + · · · + an )(b1 + b2 + · · · + bn )
n
Equality occurs if and only if a1 = a2 = · · · = an or b1 = b2 = · · · = bn .
Example 1 (Cauchy Schwarz inequality). Given n real numbers a1 , a2 , . . . , an ,
prove that
n(a21 + a22 + · · · + a2n ) ≥ (a1 + a2 + · · · + an )2
Solution. This is direct consequence of Chebyshev inequality. We apply Chebyshev
inequality for sequence (a1 , a2 , . . . , an ) and itself.
Example 2. Given a, b, c, d be positive real numbers such that
a2 + b2 + c2 + d2 = 1,
prove that
a2 b2 c2 d2 2
+ + + ≥
b+c+d c+d+a d+a+b a+b+c 3

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Solution. Without loss of generality, we suppose that a ≥ b ≥ c ≥ d. We can
establish two sequences easily

a2 ≥ b2 ≥ c2 ≥ d2 ,
1 1 1 1
≥ ≥ ≥
b+c+d c+d+a d+a+b a+b+c
Now applying Chebyshev inequality, we have
µ ¶
1 1 1 1 1
LHS ≥ (a2 + b2 + c2 + d2 ) + + +
4 a+b+c b+c+d c+d+a d+a+b

By AM - HM inequality,
1 1 1 1 16
+ + + ≥
a+b+c b+c+d c+d+a d+a+b 3(a + b + c + d)

By Cauchy Schwarz inequality,

p
a+b+c+d≤ 4(a2 + b2 + c2 + d2 ) = 2

Adding up these inequalities, we have the result. Equality holds if and only if
a = b = c = d = 21 .
Example 3. Let a1 , a2 , . . . , an be positive real numbers with sum 1, prove that
a1 a2 an n
+ + ··· + ≥
2 − a1 2 − a2 2 − an 2n − 1
Solution. Since this inequality is symmetric with a1 , a2 , . . . , an , without loss of
generality, we suppose that a1 ≥ a2 ≥ · · · ≥ an , then
1 1 1
≥ ≥ ··· ≥
2 − a1 2 − a2 2 − an
Now, applying Chebyshev inequality, we have
µ ¶
1 1 1 1
LHS ≥ (a1 + a2 + · · · + an ) + + ··· +
n 2 − a1 2 − a2 2 − an
n n
≥ =
2n − (a1 + a2 + · · · + an ) 2n − 1
1
Equality holds if and only if a1 = a2 = · · · − = an = n.

Example 4. Let a1 , a2 , . . . , an be positive real numbers with sum 1, prove that

√ √ √
a a2 an a1 + a2 + · · · + an
√ 1 +√ + ··· + √ ≥ √
1 − a1 1 − a2 1 − an n−1

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Solution. Without loss of generality, assume a1 ≥ a2 ≥ · · · ≥ an , then
1 1 1
√ ≥√ ≥ ··· ≥ √
1 − a1 1 − a2 1 − an
Now, by Chebyshev inequality,
µ ¶
1 1 1 1
LHS ≥ (a1 + a2 + · · · + an ) √ +√ + ··· + √
n 1 − a1 1 − a2 1 − an
By AM - HM inequality,

1 1 1 n2
√ +√ + ··· + √ ≥√ √ √
1 − a1 1 − a2 1 − an 1 − a1 + 1 − a2 + · · · + 1 − an
By Cauchy Schwarz inequality,
√ √ √ p p
1 − a1 + 1 − a2 + · · · + 1 − an ≤ n(n − a1 − a2 − · · · − an ) = n(n − 1)
√ √ √ p √
a1 + a2 + · · · + an ≤ n(a1 + a2 + · · · + an ) = n
Adding up these inequalities, the desired inequality is proved. Equality hold if and
only if a1 = a2 = · · · − = an = n1 .
Example 5. Let a, b, c, d, e > 0 such that
1 1 1 1 1
+ + + + = 1,
4+a 4+b 4+c 4+d 4+e
prove that
a b c d e
+ + + + ≤1
4 + a2 4 + b2 4 + c2 4 + d2 4 + e2
Solution. The condition can be rewritten as
1−a 1−b 1−c 1−d 1−e
+ + + + =0
4+a 4+b 4+c 4+d 4+e
We have to prove
X 1 X a
≥
cyc
4+a cyc
4 + a2
X 1−a
⇔ ≥0
cyc
(4 + a)(4 + a2 )

Without loss of generality, suppose that a ≥ b ≥ c ≥ d ≥ e, then we can easily

establish that
1−a 1−b 1−c 1−d 1−e
≤ ≤ ≤ ≤
4+a 4+b 4+c 4+d 4+e
1 1 1 1 1
≤ ≤ ≤ ≤
4 + a2 4 + b2 4 + c2 4 + d2 4 + e2

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Applying Chebyshev inequality, we have
à !
X 1 µ1 − a¶ X 1
LHS ≥ =0
cyc
5 4+a cyc
4 + a2

Equality holds if and only if a = b = c = d = e = 1.

Example 6. Let a, b, c, d be positive real numbers such that a + b + c + d = 4,
prove that
1 1 1 1 1
+ + + ≤
11 + a2 11 + b2 11 + c2 11 + d2 3
Solution. We can rewrite the inequality as
Xµ 1 1
¶
− ≥0
cyc
12 11 + a2

X a2 − 1
⇔ ≥0
cyc
a2 + 11
X a+1
⇔ (a − 1) · ≥0
cyc
a2 + 11

Without loss of generality, assume a ≥ b ≥ c ≥ d > 0, then it is easy to verify that

a+1 b+1 c+1 d+1
2
≥ 2 ≥ 2 ≥ 2
a + 11 b + 11 c + 11 d + 11
By Chebyshev inequality, we have
à !à !
1 X X a+1
LHS ≥ (a − 1) =0
4 cyc cyc
a2 + 11

Equality holds if and only if a = b = c = d = 1.

Example 7. Prove that for if a, b, c are three sides of a triangle such that a+b+c =
1, we have r r r
x+y−z y+z−x z+x−y
2
+ 2
+ ≥2
z + xy x + yz y 2 + zx
Solution. Note that (m + n + p)2 ≥ m2 + n2 + p2 for any m, n, p ≥ 0, hence it
suffices to prove
Xx+y−z
≥4
cyc
z 2 + xy
X (x + y − z)(x + y + z)
⇔ ≥4
cyc
z 2 + xy

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 X µ (x + y)2 − z 2 ¶
⇔ +1 ≥7
cyc
z 2 + xy
X (x + y)2 X xy
⇔ + ≥7
cyc
z2 + xy cyc
z2 + xy
We will show that X xy
≥1
cyc
z 2 + xy
and
X (x + y)2
≥6
cyc
z 2 + xy
The first is trivial by Cauchy Schwarz inequality, indeed
X xy X xy (xy + yz + zx)2
≥ ≥ P =1
cyc
z 2 + xy cyc
2z 2 + xy 2
cyc xy(2z + xy)

For the second, rewrite it as

X x2 + y 2 − 2z 2
≥0
cyc
z 2 + xy

Since x, y, z are three sides of a triangle then the sequences

(y 2 + z 2 − 2x2 , z 2 + x2 − 2y 2 , x2 + y 2 − 2z 2 )

and µ ¶
1 1 1
2
, 2 , 2
x + yz y + zx z + xy
are sorted, hence by Chebyshev inequality,
à !à !
1 X 2 2 2
X 1
LHS ≥ (x + y − 2z ) =0
3 cyc cyc
z 2 + xy
¡1 1
¢
Equality holds if and only if (x, y, z) = 2, 2, 0 .
Now we are going to find more applications in which the use of Chebyshev
inequality is really delicate.
Example 8. Let a, b, c, d be positive real numbers such that
1 1 1 1
a+b+c+d= + + +
a b c d
prove that
p p p p
2(a + b + c + d) ≥ a2 + 3 + b2 + 3 + c2 + 3 + d2 + 3

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Solution. We can rewrite the inequality as
X³ p ´
2a − a2 + 3 ≥ 0
cyc

X a2 − 1
⇔ √ ≥0
cyc 2a + a2 + 3
We can’t use Chebyshev inequality now since the sequences

(a2 − 1, b2 − 1, c2 − 1, d2 − 1)

and µ ¶
1 1 1 1
√ , √ , √ , √
2a + a + 3 2b + b + 3 2c + c + 3 2d + d2 + 3
2 2 2

aren’t sorted, but if we rewrite it as

X a2 −1
qa ≥0
3
cyc 2+ 1+ a2

2
We can apply Chebyshev inequality now since the functions f (x) = x x−1 and
g(x) = q1 3 increase on the interval (0, +∞), hence by Chebyshev inequality
2+ 1+ x2

à !à !
X 1 X X
f (a)g(a) ≥ f (a) g(a)
cyc
4 cyc cyc

But
X X a2 − 1 X X1
f (a) = = a− =0
cyc cyc
a cyc cyc
a

Adding them up, we have the result. Equality hold if and only if a = b = c = d =
1.
The special thing in above solution is we can’t use Chebyshev inequality im-
mediatly but after some ”changes”, we can apply Chebyshev inequality to solve.
The generalization is
To prove the inequality x1 y1 + x2 y2 + · · · + xn yn ≥ 0, we can prove
x1 x2 xn
· (a1 y1 ) + · (a2 y2 ) + · · · + · (an yn ) ≥ 0
a1 a2 an
where a1 , a2 , . . . , an are real numbers such that
µ ¶
x1 x2 xn
, ,...,
a1 a2 an

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and
(a1 y1 , a2 y2 , . . . , an yn )
are sorted, then after using Chebyshev inequality, we can deduce the inequality to
prove the more simple
x1 x2 xn
+ + ··· + ≥0
a1 a2 an
and
a1 y1 + a2 y2 + · · · + an yn ≥ 0
Here are some examples
Example 9. Let a, b, c be positive real numbers such that a + b + c = 3, prove that
1 1 1 3
+ + ≤
9 − ab 9 − bc 9 − ca 8
Solution. Setting x = ab, y = bc, z = ca, we have to prove
X 1 3
≤
cyc
9−x 8

X1−x
⇔ ≥0
cyc
9−x

Now, we must choose ax , ay , az such that

µ ¶
1 1 1
(ax (1 − x), ay (1 − y), az (1 − z)) and , ,
(9 + x)ax (9 + y)ay (9 + y)ay

are sorted. Let ax = 6 + x, ay = 6 + y, az = 6 + z. Notes that max{y + z, z + x, x +

y} ≤ 49 (why?1 ), then if x ≥ y, we have

(1−x)(6+x)−(1−y)(6+y) = −(x−y)(x+y+3) ≤ 0 ⇒ (1−x)(6+x) ≤ (1−y)(6+y)

1 1 (x − y)(x + y − 3)
− = ≤0
(9 − x)(6 + x) (9 − y)(6 + y) (9 − x)(9 − y)(6 + x)(6 + y)
1 1
⇒ ≤
(9 − x)(6 + x) (9 − y)(6 + y)
Now, since the inequality is symmetric, we can assume x ≥ y ≥ z and from the
above, we can establish

(1 − x)(6 + x) ≤ (1 − y)(6 + y) ≤ (1 − z)(6 + z)

1 1 1
≤ ≤
(9 − x)(6 + x) (9 − y)(6 + y) (9 − z)(6 + z)
1y 1 9 9 9
+ z = a(b + c) ≤ 4
(a + b + c)2 = 4
, similarly z + x ≤ 4
,x +y ≤ 4

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Hence by Chebyshev inequality, we have
à !à !
X 1 − x X (1 − x)(6 + x) 1 X X 1
= ≥ (1 − x)(6 + x)
cyc
9−x cyc
(9 − x)(6 + x) 3 cyc cyc
(9 − x)(6 + x)

Thus, it suffices to prove

X
(1 − x)(6 + x) = 18 − 15(x + y + z) − x2 − y 2 − z 2 ≥ 0
cyc

⇔ a2 b2 + b2 c2 + c2 a2 + 5(ab + bc + ca) ≤ 18
⇔ (ab + bc + ca)2 + 5(ab + bc + ca) ≤ 6(abc + 3)
By Schur inequality, we have 3(abc + 3) ≥ 4(ab + bc + ca), it suffices to prove

(ab + bc + ca)2 + 5(ab + bc + ca) ≤ 8(ab + bc + ca)

⇔ ab + bc + ca ≤ 3
which is trivial since a + b + c = 3. The desired inequality is proved. Equality
holds if and only if a = b = c = 1.
Example 10 (Vasile Cirtoaje). Prove that for any a, b, c, d ≥ 0 such that a +
b + c + d = 4, we have
1 1 1 1
+ + + ≤1
5 − abc 5 − bcd 5 − cda 5 − dab
Solution. Setting x = abc, y = bcd, z = cda, t = dab, we have to prove
X 1
≤1
cyc
5−x

X1−x
⇔ ≥0
cyc
5−x
X (1 − x)(2 + x)
⇔ ≥0
cyc
(5 − x)(2 + x)
1 64
Note that x + y = bc(a + d) ≤ 27 (a + b + c + d)3 = 27 < 3 then if x ≥ y, we have

(1−x)(2+x)−(1−y)(2+y) = −(x−y)(x+y+1) ≤ 0 ⇒ (1−x)(2+x) ≤ (1−y)(2+y)

1 1 (x − y)(x + y − 5)
− = ≤0
(5 − x)(2 + x) (5 − y)(2 + y) (5 − x)(5 − y)(x + 2)(y + 2)
1 1
⇒ ≤
(5 − x)(2 + x) (5 − y)(2 + y)

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Hence the sequences
((1 − x)(2 + x), (1 − y)(2 + y), (1 − z)(2 + z), (1 − t)(2 + t))
and µ ¶
1 1 1 1
, , ,
(5 − x)(2 + x) (5 − y)(2 + y) (5 − z)(2 + z) (5 − t)(2 + t)
are sorted. Applying Chebyshev inequality, we have
à !à !
1 X X 1
LHS ≥ (1 − x)(2 + x)
4 cyc cyc
(5 − x)(2 + x)

It suffice to prove
X
(1 − x)(2 + x) = 8 − x − y − z − t − x2 − y 2 − z 2 − t2 ≥ 0
cyc

⇔ a2 b2 c2 + b2 c2 d2 + c2 d2 a2 + d2 a2 b2 + abc + bcd + cda + dab ≤ 8

This inequality can be proved easily by Mixing variables (do it!). The inequality
is proved. Equality holds if and only if a = b = c = d = 1.
Example 11. Let a, b, c ≥ 0 such that a + b + c = 3, prove that
1 1 1
+ + ≤1
a2 − a + 3 b2 − b + 3 c2 − c + 3
Solution. The inequality is equivalent to
X µ1 1
¶
− ≥0
cyc
3 a2 − a + 3

X a(a − 1)
⇔ ≥0
cyc
a2 − a + 3
X a−1
⇔ 3 ≥0
cyc
a−1+ a

Assume that a ≥ b ≥ c, then a − 1 ≥ b − 1 ≥ c − 1. Since a + b + c = 3 then

ab, bc, ca ≤ 3, therefore
1 1 1
3 ≥ 3 ≥ 3
a−1+ a b−1+ b ca − 1 + c

By Chebyshev inequality,
à !à !
1 X X 1
LHS ≥ (a − 1) 3 =0
3 cyc cyc
a−1+ a

Equality holds if and only if a = b = c = 1.

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Example 12. Prove that for any a, b, c ≥ 0 and 2 ≥ k ≥ 0, we have

a2 − bc b2 − ca c2 − ab
+ 2 + 2 ≥0
b2 2
+ c + ka 2 2
c + a + kb 2 a + b2 + kc2
Solution. Rewrite the inequality as
X (a2 − bc)(b + c)
≥0
cyc
(ka2 + b2 + c2 )(b + c)

Note that if a ≥ b then

(a2 − bc)(b + c) − (b2 − ca)(c + a) = (a − b)(c2 + ab + 2bc + 2ca) ≥ 0

⇒ (a2 − bc)(b + c) ≥ (b2 − ca)(c + a)

(ka2 +b2 +c2 )(b+c)−(kb2 +c2 +a2 )(c+a) = −(a−b)(a2 +b2 +c2 −(k−1)(ab+bc+ca)) ≤ 0
1 1
⇒ ≥
(ka2 + b2 + c2 )(b + c) (kb2 + c2 + a2 )(c + a)
Therefore the sequences

((a2 − bc)(b + c), (b2 − ca)(c + a), (c2 − ab)(a + b))

and
µ ¶
1 1 1
, ,
(ka2 + b2 + c2 )(b + c) (kb2 + c2 + a2 )(c + a) (kc2 + a2 + b2 )(a + b)

are sorted. Hence applying Chebyshev inequality, we have

à !à !
1 X 2 X 1
LHS ≥ (a − bc)(b + c)
3 cyc cyc
(ka2 + b2 + c2 )(b + c)

Moreover, we have X
(a2 − bc)(b + c) = 0
cyc

We are done. Equality holds if and only if a = b = c for k < 2, for k = 2 equality
holds also for (a, b, c) ∼ (1, 1, 0).
Example 13. For any a, b, c ≥ 0, then
p p p
3(a + b + c) ≥ a2 + 8bc + b2 + 8ca + c2 + 8ab

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Solution. The inequality is equivalent to
X³ p ´
3a − a2 + 8bc ≥ 0
cyc

a2 − bc
⇔ √ ≥0
3a + a2 + 8bc
X (a2 − bc)(b + c)
⇔ ¡ √ ¢ ≥0
cyc 3a + a2 + 8bc (b + c)
Now, notes that if a ≥ b then
(a2 − bc)(b + c) − (b2 − ca)(c + a) = (a − b)(c2 + ab + 2bc + 2ca) ≥ 0
⇒ (a2 − bc)(b + c) ≥ (b2 − ca)(c + a)
We will show that
³ p ´ ³ p ´
3a + a2 + 8bc (b + c) ≤ 3b + b2 + 8ca (c + a)
µ ¶
8a2 + 8b2 + 8c2 + 6ab + 15bc + 15ca
⇔ c(a − b) √ √ −3 ≥0
(b + c) a2 + 8bc + (c + a) b2 + 8ca
By AM - GM inequality,
8a2 + 8b2 + 8c2 + 6ab + 15bc + 15ca
√ √ −3
(b + c) a2 + 8bc + (c + a) b2 + 8ca
2(8a2 + 8b2 + 8c2 + 6ab + 15bc + 15ca)
≥ −3
((b + c)2 + a2 + 8bc) + ((c + a)2 + b2 + 8ca)
5a2 + 5b2 + 5c2 + 6ab
= 2 >0
a + b2 + c2 + 5bc + 5ca
Therefore the sequences
((a2 − bc)(b + c), (b2 − ca)(c + a), (c2 − ab)(a + b))
and
à !
1 1 1
¡ √ ¢ ,¡ √ ¢ ,¡ √ ¢
2 2 2
3a + a + 8bc (b + c) 3b + b + 8ca (c + a) 3c + c + 8ab (a + b)
are sorted. Applying Chebyshev inequality, we have
X (a2 − bc)(b + c)
¡ √ ¢
cyc 3a + a2 + 8bc (b + c)
à !à !
1 X 2 X 1
≥ (a − bc)(b + c) ¡ √ ¢ =0
3 cyc cyc 3a + a2 + 8bc (b + c)

Equality holds if and only if a = b = c.

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Exercise
1. Prove that if a, b, c are three sides of a triangle then

a2 − bc b2 − ca c2 − ab
+ + ≤0
3a2 + b2 + c2 3b2 + c2 + a2 3c2 + a2 + b2
2. If a, b, c, d > 0 such that

a2 + b2 + c2 + d2 = 4

then
1 1 1 1
+ + + ≤2
3 − abc 3 − bcd 3 − cda 3 − dab
3. If a1 , a2 , . . . , an are nonnegative real numbers such that
1 1 1
a1 + a2 + · · · + an = + + ··· +
a1 a2 an
prove that
1 1 1
+ + ··· + 2 ≤1
a21 + n − 1 a22 + n − 1 an + n − 1
4. If a, b, c > 1 such that
1 1 1
+ + =1
a2 − 1 b2 − 1 c2 − 1
prove that
1 1 1
+ + ≤1
a+1 b+1 d+1
PS: We will back to these problems with another technique ”Undetermined
Coefficient Technique” (UCT), this is also a useful tool to solve an inequality.

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