Markov inequality for random variables with negative values.
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I'm given the maximum value of a random variable $X$ (for example $50$) and its mean, $mathbb E(X)=20$. How do I find the upper bound to $P(Xle -10)$?
random-variables
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up vote
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I'm given the maximum value of a random variable $X$ (for example $50$) and its mean, $mathbb E(X)=20$. How do I find the upper bound to $P(Xle -10)$?
random-variables
1
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday
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up vote
2
down vote
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up vote
2
down vote
favorite
I'm given the maximum value of a random variable $X$ (for example $50$) and its mean, $mathbb E(X)=20$. How do I find the upper bound to $P(Xle -10)$?
random-variables
I'm given the maximum value of a random variable $X$ (for example $50$) and its mean, $mathbb E(X)=20$. How do I find the upper bound to $P(Xle -10)$?
random-variables
random-variables
edited yesterday
Jimmy R.
32.7k42156
32.7k42156
asked yesterday
puffles
1078
1078
1
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday
add a comment |
1
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday
1
1
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday
add a comment |
1 Answer
1
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1
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Hint:
$50-X$ is a nonnegative random variable since $50$ is an upperbound.
Express your inequality in the form of $Pr(50-X ge c)$.
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Hint:
$50-X$ is a nonnegative random variable since $50$ is an upperbound.
Express your inequality in the form of $Pr(50-X ge c)$.
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
add a comment |
up vote
1
down vote
accepted
Hint:
$50-X$ is a nonnegative random variable since $50$ is an upperbound.
Express your inequality in the form of $Pr(50-X ge c)$.
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Hint:
$50-X$ is a nonnegative random variable since $50$ is an upperbound.
Express your inequality in the form of $Pr(50-X ge c)$.
Hint:
$50-X$ is a nonnegative random variable since $50$ is an upperbound.
Express your inequality in the form of $Pr(50-X ge c)$.
answered yesterday
Siong Thye Goh
92.3k1461114
92.3k1461114
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
add a comment |
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
So it should be like this : P(50-X >= -10) ?
– puffles
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
$P(X le -10) = P(-X ge 10) = P(50-X ge 60)$, now apply Markov on $50-X$.
– Siong Thye Goh
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
Makes sense. Thanks a bunch!
– puffles
yesterday
add a comment |
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1
I think that you need to make the transformation $Y = X + 11$ and work from there.
– Ekesh
yesterday