15 Let X be a random variable with mean Show that if E 4 (X )2n 5 , then for 0, P X 1 2n E 4 (X )2n5 ...

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15. Let X be a random variable with mean . Show that if E 4 (X ...

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15. Let X be a random variable with mean µ. Show that if E 4 (X − µ)2n 5 < ∞, then for α > 0, P ! |X − µ| ≥ α " ≤ 1 α2n E 4 (X − µ)2n5 .

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Fundamentals Of Probability With Stochastic Processes

ISBN: 9780131453401

3rd Edition

Authors: Saeed Ghahramani

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Question Posted: Nov 16, 2024 06:00 AM

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15. Let X be a random variable with mean . Show that if E 4 (X )2n 5 < , then for > 0, P ! |X | " 1 2n E 4 (X )2n5 .
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15. Let X be a random variable with mean . Show that if E 4 (X ...

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Fundamentals Of Probability With Stochastic Processes

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