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Let X a no negative random variable, prove that P(X ≥ a) ≤ E[X] a for a > 0

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Answer:

To prove the inequality P(X ≥ a) ≤ E[X] / a for a > 0, where X is a non-negative random variable, we can use Markov's inequality.

Markov's inequality states that for any non-negative random variable Y and any constant c > 0, we have P(Y ≥ c) ≤ E[Y] / c.

Let's apply Markov's inequality to the random variable X - a, where a > 0:

P(X - a ≥ 0) ≤ E[X - a] / 0

Simplifying the expression:

P(X ≥ a) ≤ E[X - a] / a

Since X is a non-negative random variable, E[X - a] = E[X] - a (the expectation of a constant is equal to the constant itself).

Substituting this into the inequality:

P(X ≥ a) ≤ (E[X] - a) / a

Rearranging the terms:

P(X ≥ a) ≤ E[X] / a - 1

Adding 1 to both sides of the inequality:

P(X ≥ a) + 1 ≤ E[X] / a

Since the probability cannot exceed 1:

P(X ≥ a) ≤ E[X] / a

Therefore, we have proved that P(X ≥ a) ≤ E[X] / a for a > 0, based on Markov's inequality.

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