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ThmDex – An index of mathematical definitions, results, and conjectures.
Strict version of probabilistic Markov inequality
Formulation 0
Let XRandom[0,] be a D5101: Random unsigned basic number.
Let λ>0 be a D993: Real number.
Then P(X>λ)1λE(X)
Proofs
Proof 0
Let XRandom[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}={Xλ} Now, applying results
(i) R2090: Isotonicity of probability measure
(ii) R2016: Probabilistic Markov's inequality

we conclude with P(X>λ)P(Xλ)1λE(X)