MGF of X denote M(x)=E[exp(tx)] exists for every t>0 . For t>0 Show p(tX >s^2 +logM(t)) < e^-s^2 .
Does Chebychev's inequality work here?
Using chebychev's inequality P( | x-u | >= K(sigma) )=< 1/k^2
x=exp(tx) u= M(t) k=exp(s) sigma=exp(s) Is this correct? Why is the variance exp(s)?
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