Difference between revisions of "Delta Markov inequality"
From timescalewiki
m (Tom moved page Markov inequality to Delta Markov inequality) |
|
(No difference)
|
Revision as of 23:27, 28 March 2015
Let $\mathbb{T}$ be a time scale with $a \in \mathbb{T}$. Then $$P(X \geq a) \leq \dfrac{\mathbb{E}_{\mathbb{T}}(X)}{a},$$ where $X$ is a random variable, $P$ denotes probability, and $\mathbb{E}_{\mathbb{T}}$ denotes expected value.