=+5.4. Suppose that X assumes the values m - a, m, m + a with probabilities p,
Question:
=+5.4. Suppose that X assumes the values m -
a, m, m + a with probabilities p, 1 -
2p, p, and show that there is equality in (5.32). Thus Chebyshev's inequality cannot be improved without special assumptions on X.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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