Lower bound on Tail Probabilities

$\begingroup$

Inequalities such as Markov's and Chebyshev’s provide upper bounds on tail probabilities. Are there similar inequalities that give lower bounds in the form $P(X \geq \alpha)>\theta$?

$\endgroup$ 0

1 Answer

$\begingroup$

Markov's inequality is also called the first moment method. What you want is the second moment method using bounds for the two first moments to derive the desired inequality :

$\endgroup$ 0

Your Answer

Sign up or log in

Sign up using Google Sign up using Facebook Sign up using Email and Password

Post as a guest

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

You Might Also Like