reverse Markov inequality


Let X be a random variableMathworldPlanetmath that satisfies Pr⁡(X≤a)=1 for some constant a. Then, for d<E⁢[X],

Pr⁡(X>d)≥E⁢[X]-da-d

Proof: Apply the Markov’s inequality to the random variable X~=a-X,

Pr⁡(X≤d)=Pr⁡(X~≥a-d)≤E⁢[X~]a-d=a-E⁢[X]a-d.

Hence

Pr⁡(X>d)≥1-a-E⁢[X]a-d=E⁢[X]-da-d.
Title reverse Markov inequality
Canonical name ReverseMarkovInequality
Date of creation 2013-03-22 17:48:08
Last modified on 2013-03-22 17:48:08
Owner kshum (5987)
Last modified by kshum (5987)
Numerical id 6
Author kshum (5987)
Entry type Definition
Classification msc 60A99
Related topic MarkovsInequality