I am trying to apply Markov inequality here.
$P(X ≥ \mu + c) = P(X - \mu ≥ c) ≤ \frac{E[X − \mu]}{c}$,
but I cannot figure out where does $E[|X − \mu|^n$ come from.
Since there is an absolute value, I am also thinking about Chebyshev’s Inequality,
$P(|X − \mu| ≥ c) ≤ \frac{σ^2}{c^2}$, so does there exist some relationship between $σ^2$ and $E[|X − \mu|^n$?
2026-03-28 12:14:54.1774700094
Let $X$ be a random variable with a finite mean $\mu$ and $E[|X−\mu|^n] < ∞$. Find $a$ s.t $P(X ≥ \mu + c) ≤ \frac{E[|X − \mu|^n]}{a}$ ($c > 0,n > 0$)
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