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

It follows that

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

???

Transcribed Image Text:

P (X ≥ ²) ≤ (²)ª. P (X ≥ ²) ≤ (²)ª.