In the way that the WLLN states that, as $n \to \infty$, the probability a random variable takes on a value arbitrarily far from $\mu$ is equal to $0$, is there a similar result for a finite $n$. More specifically, is there a result that states something like:
For $n \geq 1$, there exists an $\varepsilon$ such that $\text{Pr}\left(\left\lvert X - \mu\right\rvert < \varepsilon\right) = 1$.
Intuitively this statement seems to be true, but I can't find a formal statement and derivation of it online.