Suppose that X is a random variable such that E(Xk) exists and Pr(X 0) = 1.

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Suppose that X is a random variable such that E(Xk) exists and Pr(X ≥ 0) = 1. Prove that for k > 0 and t > 0,
Pr(X ≥ t) ≤ E(Xk)/tk.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:51 AM

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Suppose that X is a random variable such that E(Xk) exists and Pr(X 0) = 1.

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