4. Let g(.) be a function satisfying g(x) > 0 for x > 0, g(x) increasing for...
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4. Let g(.) be a function satisfying g(x) > 0 for x > 0, g(x) increasing for x > 0, and E|g(X)| <∞. Show that P{|X| > ε} <
Eg(|X|)
g(ε)
for every ε > 0.
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Related Book For 
An Introduction To Probability And Statistics
ISBN: 9781118799642
3rd Edition
Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh
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