Question: Let X be a random variable on a sample space S such that X(s) 0 for all s S. Show that p(X(s)

Let X be a random variable on a sample space S such that X(s) ≥ 0 for all s ∈ S. Show that p(X(s) ≥ a) ≤ E(X)/afor every positive real number a. This inequality is called Markov's inequality.

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