I'm wondering whether I can use Markov's inequality to reach the following statement:
Given Markov's inequality on a non-negative random variable X:
$ P[X\geq a] \leq \frac{E[X]}{a}$
We can do the following:
$ P[X<a] = 1 - P[X\geq a]$
Thus, we can say:
$ P[X<a] \geq 1 - \frac{E[X]}{a}$
Now, since we know that $ 0\leq P[X<a] \leq 1 $, we can conclude that:
$E[X] \leq a$
What do you guys think?
Thanks in advance for your thoughts and ideas.