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Chebychev probability

  1. Apr 21, 2013 #1
    A non-negative random value X such that

    E[e^X]=19
    If p be the probability that the random value is at least 5 then what is the least upper bound you can give for the probability p with this information?

    i think that i must use the type of chebychev like this

    p(X>=5)<=(E(X)/5) but we have E(e^X) if i put e^X=Y then i will have this

    p(e^X>=5)<=(E(Y)/5) and i am taking ln(log) and i have: p(X>=5)<=19/5 but the quiz says that 19/5 its not correct any ideas?
     
  2. jcsd
  3. Apr 21, 2013 #2

    fzero

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    If ##X\geq 5##, what bound can you put on ##e^X##?
     
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