Quote:
Originally Posted by kongweihan
I'm working through this problem and stuck on (b).
Since , we get
We also know
Both terms in the desired inequality is bigger than the common term, so I don't know how these two inequalities can lead to the desired conclusion, what did I miss?
Also, in (c), why do we want to minimize with respect to s and use that in (d)?

How do you know that
? I think that is a problem in your proof that you assumed that the joint probability works with Problem 1.9(b) inequality.
To proof (b) I went this way:
1. I used Markov Inequality
2. Problem 1.9(a) gave me this:
, hence
Using this the rest of the proof is quite nice to carry out.