Prove that for an arbitrary random variable (xi), the possible values of which lie in the interval

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Prove that for an arbitrary random variable \(\xi\), the possible values of which lie in the interval \((a, b)\), the following inequalities are valid:

\[ a \leqslant M \xi \leqslant b \text { and } \mathbf{D} \xi \leqslant\left(\frac{b-a}{2}\right)^{2} \]

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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