Let S be a random variable (not necessarily positive). Prove using Markov's inequality that for every p>0 and for every constant q,
P(S>=a) (=<) exp(-pq)E(exp(pS))
Here >= denoted greater than or equal to, and =< denotes less than or equal to.© BrainMass Inc. brainmass.com June 3, 2020, 10:17 pm ad1c9bdddf
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Note that since exp(x) is a non-negative monotonic increasing function if x>y then ...
The solution contains the derivation of a probability inequality using Markov's inequality.