Markovs inequality. Let.S; P / be a sample space and let X W S ! N be a

Chapter 34, Problem 34.17

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Markovs inequality. Let.S; P / be a sample space and let X W S ! N be a nonnegativeinteger-valued random variable. Let a be a positive integer. Prove that P .X a/ E.X / a : A special case of this result is that P .X > 0/ E.X /.

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