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3. Let X ~ Emmential) and let t he a. cormtrmt with 0 0 be any value. (a) Calculate P(X > b) exactly. (b) Now
3. Let X ~ Emmential) and let t he a. cormtrmt with 0 0 be any value. (a) Calculate P(X > b) exactly. (b) Now suppose we didn't know the answer to (a). i.e., we could not calculate 1P(X > b) exactly. Recalling that IE(X) = 3}, use Markov's inequality to establish an upper bound on P(X > b). (c) Next we'll apply Markov's inequality in a different way. First, calculate E(e\"'). ((1) Next, use the Markov inequality to prove a bound on P(e\"' 2 :1) (here a > 0 is any positive number, while we assume 0 0 is any positive number. and again 0 b) as in part (a), the upper bound on P(X > b) as in part (b), and the alternative upper bound on P(X > b) as in part (e). How close are these upper bounds to the real probability? Which bound is better? 'Il'y this for a. few values of A, b,t and describe what you see
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