c******a 发帖数: 6 | 1 Consider a positive integral random variable X with \Delta=E[X], Furthermore
, for any number x, there exists an integer y>x, such that we have Pr[X>y\
Delta]>=c/y, where c>0 is some arbitrary constant.
Prove, that no such random variable X exists. Namely, Markov's inequality
can not hold for too many times for a random variable | M*****d 发帖数: 100 | 2 note that Pr[X>n]=0 when n goes to infinity if first order moment of X
exists. |
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