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Chebyshev bound on total weight of 100 cheese blocks

Question

A cheesemaker produces 100100 blocks. Their weights W1,…,W100W_1,\dots,W_{100} (in grams) are independent, each exponential with rate 1250\tfrac{1}{250} (so mean 250250 g). Write T100=W1+⋯+W100T_{100}=W_1+\dots+W_{100} for the combined weight. Apply Chebyshev's inequality to obtain an upper bound for P[T100>30000]\mathbb{P}[T_{100}>30000].

Short answer

1/41/4. T100T_{100} has mean 2500025000 and variance 100⋅2502100\cdot 250^2. The event T100>30000T_{100}>30000 is contained in ∣T100−25000∣>5000|T_{100}-25000|>5000, so Chebyshev gives at most 100⋅250250002=14\tfrac{100\cdot250^2}{5000^2}=\tfrac14.

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