Answered: 1.10.5. Let X be a random variable with…

Math

Probability

1.10.5. Let X be a random variable with mgf M(t), −h< t

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Question

Please prove from Markov/Chebyshevs inequality from scratch. Also please write out steps and explainations. Thanks!

1.10.5. Let X be a random variable with mgf M(t), −h < t <h. Prove that
P(X ≥ a) ≤e-at M(t), 0<t<h,
and that
P(X ≤ a) ≤ e¯at M(t), -h<t<0.

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