If Z is a standard normal random variable, prove this companion to the inequality in Example 3.6.3:

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If Z is a standard normal random variable, prove this companion to the inequality in Example 3.6.3:
2 t P(IZ| 2 t) 2 V *1+t2
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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