Question: Let X be a random variable such that M_X (t) is finite for all t. Use the same argument as in Chebyschev's inequality test to

Let X be a random variable such that M_X (t) is finite for all t. Use the same argument as in Chebyschev's inequality test to conclude that

P (X ) ().

It follows that

image

provided that e ^ {- tx} M_X (t) reaches a minimum over 0 ? t

image

???

P (X ) ().

Step by Step Solution

3.57 Rating (168 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!