Proof of this Theorem Theorem 1.2 (i) Suppose that P(|X| ≤ b) = 1 for some b > 0, that E X = 0, and set Var X = o². Then, for 0 < t 0, P(X > x) ≤ e−1x+1²², P(|X|> x) ≤ 2e−x+1² 0²
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