Question: For any r.v. X defined on the measure space ((, A, ), show directly that the Markov inequality holds; namely, (|X| ( c) (

For any r.v. X defined on the measure space ((, A, µ), show directly that the Markov inequality holds; namely, µ (|X| ( c) ( c-r ( |X|r d µ for any r > 0 and any c > 0?

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