Markov's inequality

Let be a positive random variable (i.e. a random variable that cannot take negative values). Let be a strictly positive constant. Then, the expected value of satisfies the following inequality, called Markov's inequality:

Markov's inequality is often written in the following equivalent way:

Further details about Markov's inequality - as well as a proof of it and some exercises - can be found in the lecture entitled Basic probabilistic inequalities.

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