Question

Given a positive random variable Z that has an arbitrary distribution with E (2) 1, then the probability P (Z 2 8) could only be one of the choices below. Which one could it be? 0.5 0.1 O 0.2 0.875

Given a positive random variable LaTeX: Zthat has an arbitrary distribution with E (Z) = 1 , then the probability P(Z2 8) could only be one of the choices below. Which one could it be?

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Answer #1

here from Markov distribution: P(Z>a) <=E(x)/a

therfore P(Z>=8)<=1/8 =0.125

here probability which is less then 0.125 is 0.1

therefore correct option is 0.1

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