Thread: Problem 1.9 View Single Post
#2
03-21-2016, 08:29 AM
 MaciekLeks Member Join Date: Jan 2016 Location: Katowice, Upper Silesia, Poland Posts: 17
Re: Problem 1.9

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.