a) Let Y be a nonnegative rv and y > 0 be some fixed number. Let A be the event that Y ≥ y. Show that y 1 A ≤ Y (i.e., that this inequality is satisfied for every ! ω  Ω). b) Use your result in part...




a) Let Y be a nonnegative rv and y > 0 be some fixed number. Let A be the event that Y ≥ y. Show that y1A ≤ Y (i.e., that this inequality is satisfied for every ! ω
 Ω).

b) Use your result in part a) to prove the Markov inequality




May 08, 2022
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