proof of Markov’s inequality



Then 0YX. Additionally, it follows immediately from the definition that Y is a random variableMathworldPlanetmath (i.e., that it is measurable). Computing the expected valueMathworldPlanetmath of Y, we have that


and the inequalityMathworldPlanetmath follows.

Title proof of Markov’s inequality
Canonical name ProofOfMarkovsInequality
Date of creation 2013-03-22 12:47:42
Last modified on 2013-03-22 12:47:42
Owner Andrea Ambrosio (7332)
Last modified by Andrea Ambrosio (7332)
Numerical id 7
Author Andrea Ambrosio (7332)
Entry type Proof
Classification msc 60A99