Unformatted text preview: g ( x ) = x , we achieve the Markov inequality assuming that X is a nonnegative random variable, i.e. P [ X ≥ a ] ≤ E [ X ] a LG 4.97: Compare the Markov inequality and the exact probability for the event { X ≥ c } as a function of c for (a) X is a uniform random variable on [0 ,b ] (b) X is an exponential random variable with parameter λ (c) X is a Pareto random variable (see your text) with α > 1 (d) X is a Rayleigh random variable...
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This note was uploaded on 02/02/2010 for the course EE 464 taught by Professor Caire during the Spring '06 term at USC.
 Spring '06
 Caire
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