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Markov's inequality

In probability theory, Markov's inequality gives an upper bound on the probability that a non-negative random variable is greater than or equal to some positive constant. Markov's inequality is tight in the sense that for each chosen positive constant, there exists a random variable such that the inequality is in fact an equality.

Statement
If is a nonnegative random variable and , then the probability that is at least is at most the expectation of divided by : Extended version for nondecreasing functions If is a nondecreasing nonnegative function, is a (not necessarily nonnegative) random variable, and , then :\operatorname P (X \ge a) \le \frac{\operatorname E(\varphi(X))}{\varphi(a)}. An immediate corollary, using higher moments of supported on values larger than 0, is :\operatorname P (|X| \ge a) \le \frac{\operatorname E(|X|^n)}{a^n}. The uniformly randomized Markov's inequality If is a nonnegative random variable and , and is a uniformly distributed random variable on [0,1] that is independent of , then :\operatorname{P}(X \geq Ua) \leq \frac{\operatorname{E}(X)}{a}. Since is almost surely smaller than one, this bound is strictly stronger than Markov's inequality. Remarkably, cannot be replaced by any constant smaller than one, meaning that deterministic improvements to Markov's inequality cannot exist in general. While Markov's inequality holds with equality for distributions supported on \{0,a\}, the above randomized variant holds with equality for any distribution that is bounded on [0,a]. ==Proofs==
Proofs
We separate the case in which the measure space is a probability space from the more general case because the probability case is more accessible for the general reader. Intuition \operatorname{E}(X) = \operatorname{P}(X where \operatorname{E}(X|X is larger than or equal to 0 as the random variable X is non-negative and \operatorname{E}(X|X\geq a) is larger than or equal to a because the conditional expectation only takes into account of values larger than or equal to a which r.v. X can take. Property 1: \operatorname{P}(X Given a non-negative random variable X, the conditional expectation \operatorname{E}(X \mid X because X \geq 0. Also, probabilities are always non-negative, i.e., \operatorname{P}(X . Thus, the product: \operatorname{P}(X . This is intuitive since conditioning on X still results in non-negative values, ensuring the product remains non-negative. Property 2: \operatorname{P}(X \geq a) \cdot \operatorname{E}(X \mid X \geq a) \geq a \cdot \operatorname{P}(X \geq a) For X \geq a , the expected value given X \geq a is at least a. \operatorname{E}(X \mid X \geq a) \geq a . Multiplying both sides by \operatorname{P}(X \geq a) , we get: \operatorname{P}(X \geq a) \cdot \operatorname{E}(X \mid X \geq a) \geq a \cdot \operatorname{P}(X \geq a). This is intuitive since all values considered are at least a, making their average also greater than or equal to a. Hence intuitively, \operatorname{E}(X)\geq \operatorname{P}(X \geq a)\cdot \operatorname{E}(X|X\geq a)\geq a \cdot \operatorname{P}(X\geq a), which directly leads to \operatorname{P}(X\geq a)\leq \frac{\operatorname{E}(X)}{a}. Probability-theoretic proof Method 1: From the definition of expectation: :\operatorname{E}(X)=\int_{-\infty}^{\infty} xf(x) \, dx However, X is a non-negative random variable thus, :\operatorname{E}(X)=\int_{-\infty}^\infty xf(x) \, dx = \int_0^\infty xf(x) \, dx From this we can derive, :\operatorname{E}(X)=\int_0^a xf(x) \, dx + \int_a^\infty xf(x) \, dx \ge \int_a^\infty xf(x) \, dx \ge\int_a^\infty af(x) \, dx = a\int_a^\infty f(x) \, dx= a \operatorname{Pr}(X \ge a) From here, dividing through by a allows us to see that :\Pr(X \ge a) \le \operatorname{E}(X)/a Method 2: For any event E, let I_E be the indicator random variable of E , that is, I_E=1 if E occurs and I_E=0 otherwise. Using this notation, we have I_{(X\geq a)}=1 if the event X\geq a occurs, and I_{(X\geq a)}=0 if X. Then, given a>0, :aI_{(X \geq a)} \leq X which is clear if we consider the two possible values of X\geq a. If X, then I_{(X\geq a)}=0, and so a I_{(X\geq a)}=0\leq X. Otherwise, we have X\geq a, for which I_{X\geq a}=1 and so aI_{X\geq a}=a\leq X. Since \operatorname{E} is a monotonically increasing function, taking expectation of both sides of an inequality cannot reverse it. Therefore, :\operatorname{E}(aI_{(X \geq a)}) \leq \operatorname{E}(X). Now, using linearity of expectations, the left side of this inequality is the same as :a\operatorname{E}(I_{(X \geq a)}) = a(1\cdot\operatorname{P}(X \geq a) + 0\cdot\operatorname{P}(X Thus we have :a\operatorname{P}(X \geq a) \leq \operatorname{E}(X) and since a > 0, we can divide both sides by a. Measure-theoretic proof We may assume that the function f is non-negative, since only its absolute value enters in the equation. Now, consider the real-valued function s on X given by : s(x) = \begin{cases} \varepsilon, & \text{if } f(x) \geq \varepsilon \\ 0, & \text{if } f(x) Then 0\leq s(x)\leq f(x). By the definition of the Lebesgue integral : \int_X f(x) \, d\mu \geq \int_X s(x) \, d \mu = \varepsilon \mu( \{ x\in X : \, f(x) \geq \varepsilon \} ) and since \varepsilon >0 , both sides can be divided by \varepsilon, obtaining :\mu(\{x\in X : \, f(x) \geq \varepsilon \}) \leq {1\over \varepsilon }\int_X f \,d\mu. Discrete case We now provide a proof for the special case when X is a discrete random variable which only takes on non-negative integer values. Let a be a positive integer. By definition a\operatorname{Pr}(X > a) =a\operatorname{Pr}(X = a + 1) + a\operatorname{Pr}(X = a + 2) + a\operatorname{Pr}(X = a + 3) + ... \leq a\operatorname{Pr}(X = a) + (a+1)\operatorname{Pr}(X = a + 1) + (a+2)\operatorname{Pr}(X = a + 2) + ... \leq \operatorname{Pr}(X = 1) + 2\operatorname{Pr}(X = 2) + 3\operatorname{Pr}(X = 3) + ... +a\operatorname{Pr}(X = a ) + (a+1)\operatorname{Pr}(X = a + 1) + (a+2)\operatorname{Pr}(X = a + 2) + ... =\operatorname{E}(X) Dividing by a yields the desired result. ==Corollaries==
Corollaries
Chebyshev's inequality Chebyshev's inequality uses the variance to bound the probability that a random variable deviates far from the mean. Specifically, :\operatorname{P}(|X-\operatorname{E}(X)| \geq a) \leq \frac{\operatorname{Var}(X)}{a^2}, for any . ==Examples==
Examples
Assuming no income is negative, Markov's inequality shows that no more than 10% (1/10) of the population can have more than 10 times the average income. Another simple example is as follows: Andrew makes 4 mistakes on average on his Statistics course tests. The best upper bound on the probability that Andrew will make at least 10 mistakes is 0.4 as \operatorname{P}(X \geq 10) \leq \frac{\operatorname{E}(X)}{\alpha} = \frac{4}{10}. Note that Andrew might do exactly 10 mistakes with probability 0.4 and make no mistakes with probability 0.6; the expectation is exactly 4 mistakes. ==See also==
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