Question: For the random variable X, where E(X) = 0 and Var(X) = 1, derive an upper bound on the probability of the event {|X

For the random variable X, where E(X) = 0 and Var(X) = 1, derive an upper bound on the probability of the event {|X − .6| > .1}. How does this probability change if one knows that X N(0, 1)? How accurate is the following inequality:

x 1 2 () e, for x > E. P ([X] )

x 1 2 () e, for x > E. P ([X] ) e* dx = (),

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