In this problem we look at two
general 'random inequalities'. You can use the distribution maker interactivity to create distributions to
try to solve the two parts of the problem.
Part 1
Markov's inequality
tells us that the probability that the modulus of a random
variable X exceeds any random positive number a is given by a
universal inequality as follows:
In this expression the exponent of the denominator on the right
hand side is missing, although Markov showed that it is the
same whole number for every
possible distribution . Given this fact, experiment with
the various distributions to find the missing value (??).
Part 2
Another important general statistical result is Chebyshev's inequality , which says
that
where m and s are the mean and standard devitation of the distribution
X respectively. This is true for any distribution and any positive number k.
Can you make a probability distribution for which the inequality is exactly met
when k=2? In other words, use the distribution maker to create a distribution X for which