2. (i) Let X20 be a ranodm variable such that E(X) <∞. Prove E(√X) √h P(X ≥ h) ≤ E(X) h (ii) If E(2X) = 4 then P(X≥ 3) ≤ (iii) Let E(X) = μ and Var(X) = 0² <∞. Prove that for any a > 0 and y> 0, we have P(X−μ ≥ a) ≤P ((X− μ+ y)² ≥ (a + y)²) (1). Apply the Markov inequality on the right hand side of the inequality (1) and then minimize its upper bound in terms of y to conclude: P(X-μ ≥a) ≤ 0² + a²

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 91E
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2. (i) Let X ≥ 0 be a ranodm variable such that E(|X|) < ∞. Prove
E(X)
E(√X)
√h
P(X ≥ h) ≤
≤√ h
(ii) If E(2x) = 4 then P(X ≥ 3) ≤ 2.
(iii) Let E(X) = µ and Var(X) = ² <∞. Prove that for any a > 0 and y > 0, we have
P(X− µ ≥ a) ≤ P ((X − µ + y)² ≥ (a + y)²)
(1).
Apply the Markov inequality on the right hand side of the inequality (1) and then minimize
its upper bound in terms of y to conclude:
P(X−μ ≥ a) ≤
0²
0² + a².
Transcribed Image Text:2. (i) Let X ≥ 0 be a ranodm variable such that E(|X|) < ∞. Prove E(X) E(√X) √h P(X ≥ h) ≤ ≤√ h (ii) If E(2x) = 4 then P(X ≥ 3) ≤ 2. (iii) Let E(X) = µ and Var(X) = ² <∞. Prove that for any a > 0 and y > 0, we have P(X− µ ≥ a) ≤ P ((X − µ + y)² ≥ (a + y)²) (1). Apply the Markov inequality on the right hand side of the inequality (1) and then minimize its upper bound in terms of y to conclude: P(X−μ ≥ a) ≤ 0² 0² + a².
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