Let
0≤t<∞ be an unsigned basic real number. Since
etX now takes values in
(0,∞)⊂[0,∞), then we may apply
R2016: Probabilistic Markov's inequality to obtain the inequality
P(X≥λ)=P(etX≥etλ)≤1etλE(etX)
Since
t∈[0,∞) was arbitrary, we may extend the right-hand side to infimum to obtain
P(X≥λ)≤inft∈[0,∞)1etλE(etX)
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