It is quite well known that the Chernoff bound applies to negatively correlated binary random variables (see e.g. Theorem 1.16 here). Does there exist a reference for Chebyshev-type bound for negatively correlated binary variables?
2026-03-25 01:34:05.1774402445
Negatively correlated random variables Chebyshev bound?
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Why do you need a reference, instead of just deriving it or stating it as a fact? If the r.v.'s $(X_k)_{1\leq k \leq n}$ are negatively correlated (and have finite variance), then you have $$ \operatorname{Var}\sum_{k=1}^n X_k \leq \sum_{k=1}^n \operatorname{Var} X_k $$ (since all covariances are non-positive: expand the variance on the LHS); and therefore you can use Chebyshev's inequality directly: $$ \forall a>0,\qquad \mathbb{P}\left\{\left\lvert\sum_{k=1}^n X_k - \sum_{k=1}^n \mathbb{E}X_k\right\rvert > a\right\}\leq \frac{\operatorname{Var}\sum_{k=1}^n X_k}{a^2} \leq \frac{\sum_{k=1}^n \operatorname{Var}X_k}{a^2} \tag{$\dagger$} $$