(a) Let X be a random variable with mean 0 and finite variance a2. By applying Markov's inequality to the random variable W = (X+t)2, t > 0, show that P(X a) (b) Hence show that, for any a > 0, 0 0 + a P(Y 2 +a) P(Y p-a) where E(Y) = , var(Y) = 0. for any a > 0. 0 + a 0 0 + a