Prove that if the random variable (xi) is such that (M e^{a *}) exists ((a>0) is a

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Prove that if the random variable \(\xi\) is such that \(M e^{a *}\) exists \((a>0\) is a constant), then

\[ \mathbf{P}\{\xi \geqslant \varepsilon\} \leqslant \frac{M e^{a_{i}^{*}}}{e^{a_{\varepsilon}}} \]

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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