Azuma's inequality Bennett's inequality, an upper bound on the probability that the sum of independent random variables deviates from its expected value by more than any specified amount Bhatia–Davis inequality, an upper bound on the variance of any bounded probability distribution Bernstein inequalities (probability theory) Boole's inequality Borell–TIS inequality Burkholder's inequality Burkholder–Davis–Gundy inequalities Cantelli's inequality Chebyshev's inequality Chernoff's inequality Chung–Erdős inequality Concentration inequality Cramér–Rao inequality Doob's martingale inequality Dvoretzky–Kiefer–Wolfowitz inequality Eaton's inequality, a bound on the largest absolute value of a linear combination of bounded random variables Emery's inequality Entropy power inequality Etemadi's inequality Fannes–Audenaert inequality Fano's inequality Fefferman's inequality Fréchet inequalities Gauss's inequality Gauss–Markov theorem, the statement that the least-squares estimators in certain linear models are the best linear unbiased estimators Gaussian correlation inequality Gaussian isoperimetric inequality Gibbs's inequality Hoeffding's inequality Hoeffding's lemma Jensen's inequality Khintchine inequality Kolmogorov's inequality Kunita–Watanabe inequality Le Cam's theorem Marcinkiewicz–Zygmund inequality Markov's inequality McDiarmid's inequality Paley–Zygmund inequality Pinsker's inequality Popoviciu's inequality on variances Rao–Blackwell theorem Ross's conjecture, a lower bound on the average waiting time in certain queues Samuelson's inequality Shearer's inequality Talagrand's concentration inequality Vitale's random Brunn–Minkowski inequality Vysochanskiï–Petunin inequality