Question: 15. Let X be a random variable with mean . Show that if E 4 (X )2n 5 < , then for >

15. Let X be a random variable with mean µ. Show that if E 4 (X − µ)2n 5 < ∞, then for α > 0, P ! |X − µ| ≥ α " ≤ 1 α2n E 4 (X − µ)2n5 .

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