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ThmDex – An index of mathematical definitions, results, and conjectures.
Definitions
,
Results
,
Conjectures
Result R4132 on
D1719: Expectation
Subresult of
R2016: Probabilistic Markov's inequality
Strict version of probabilistic Markov inequality
Formulation 0
Let
X
∈
Random
[
0
,
∞
]
be a
D5101: Random unsigned basic number
.
Let
λ
>
0
be a
D993: Real number
.
Then
P
(
X
>
λ
)
≤
1
λ
E
(
X
)
Proofs
Proof 0
Let
X
∈
Random
[
0
,
∞
]
be a
D5101: Random unsigned basic number
.
Let
λ
>
0
be a
D993: Real number
.
According to result
R4145: Binary union is an upper bound to both sets in the union
, we have the inclusion
{
X
>
λ
}
⊆
{
X
>
λ
}
∪
{
X
=
λ
}
=
{
X
≥
λ
}
Now, applying results
(i)
R2090: Isotonicity of probability measure
(ii)
R2016: Probabilistic Markov's inequality
we conclude with
P
(
X
>
λ
)
≤
P
(
X
≥
λ
)
≤
1
λ
E
(
X
)
◻