Question: 12. Let X be a random variable which takes values in the interval [M, M] only. Show that P(|X| a) E|X| a
12. Let X be a random variable which takes values in the interval [−M, M] only. Show that P(|X| ≥
a) ≥
E|X| − a M − a if 0 ≤ a < M.
13. Show that Xn →0 in probability if and only if E
|Xn|
1 + |Xn|
→ 0 as n → ∞.
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