Difference between revisions of "Delta Markov inequality"
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Revision as of 22:03, 21 November 2014
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 $\mathbb{E}$ denotes expected value.
