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Markov's inequality (Theorem)

For a non-negative random variable $ X$ and a standard of accuracy $ d > 0$, Markov's inequality states that $ P[X \ge d] \le \frac{1}{d} E[X]$.



"Markov's inequality" is owned by Andrea Ambrosio. [ full author list (2) | owner history (1) ]
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See Also: Chebyshev's inequality, Kolmogorov's inequality, Kolmogorov's martingale inequality, reverse Markov inequality

Other names:  Markoff's inequality

Attachments:
proof of Markov's inequality (Proof) by Andrea Ambrosio
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Cross-references: random variable
There are 6 references to this entry.

This is version 3 of Markov's inequality, born on 2002-04-05, modified 2006-09-11.
Object id is 2817, canonical name is MarkovsInequality.
Accessed 11991 times total.

Classification:
AMS MSC: 60A99 (Probability theory and stochastic processes :: Foundations of probability theory :: Miscellaneous)
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