Lemma 1.1 Suppose that g is a non-negative, non-decreasing function such that E g(X)<∞, and let x > 0. Then, E g(|X|) P(|X|> x) ≤ g(x)
Lemma 1.1 Suppose that g is a non-negative, non-decreasing function such that E g(X)<∞, and let x > 0. Then, E g(|X|) P(|X|> x) ≤ g(x)
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section: Chapter Questions
Problem 35RE
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Transcribed Image Text:Lemma 1.1 Suppose that g is a non-negative, non-decreasing function such that
E g(X)<∞, and let x > 0. Then,
E g(|X|)
P(|X|> x) ≤
g(x)
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