(a) Let X be a random variable with mean 0 and finite variance o2. By applying Markov's inequality to the random variable W = (X +t)2, t > 0, show that P(X ≥ a) ≤ (b) Hence show that, for any a > 0, 0² 02 + a² PY > μ + a) < P(Y ≤μ-a) ≤ where E(Y) = μ, var(Y) = 0². for any a > 0. 0² 0² + a² 0² 0² + a²¹

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
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Chapter3: Matrices
Section3.7: Applications
Problem 14EQ
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(a) Let X be a random variable with mean 0 and finite variance o2. By applying Markov's
inequality to the random variable W = (X +t)2, t > 0, show that
P(X ≥ a) ≤
(b) Hence show that, for any a > 0,
0²
0² + a²
P(Y > μ + a) <
P(Y ≤μ-a) ≤
where E(Y) = μ, var(Y) = 0².
for any a > 0.
0²
0² + a²¹
0²
0² + a²¹
Transcribed Image Text:(a) Let X be a random variable with mean 0 and finite variance o2. By applying Markov's inequality to the random variable W = (X +t)2, t > 0, show that P(X ≥ a) ≤ (b) Hence show that, for any a > 0, 0² 0² + a² P(Y > μ + a) < P(Y ≤μ-a) ≤ where E(Y) = μ, var(Y) = 0². for any a > 0. 0² 0² + a²¹ 0² 0² + a²¹
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