{
  "aliases": null,
  "backlinks": [
    {
      "field": "uses",
      "target": "014PEBGDYF"
    },
    {
      "field": "uses",
      "target": "02HZ1BK3MW"
    }
  ],
  "body": "\n## Statement\n\nLet $X$ be a random variable with values in $[0, \\infty)$ and let $a \u003e 0$. Then\n$$P(X \\ge a) \\le \\frac{E[X]}{a}.$$\n\n## Remarks\n\nProof: $a \\, 1_{\\{X \\ge a\\}} \\le X$ pointwise. Take expectations: $a \\, P(X \\ge a) \\le E[X]$.\nMore generally, for each nondecreasing $g \\colon [0, \\infty) \\to [0, \\infty)$ with $g(a) \u003e 0$, $P(X \\ge a) \\le E[g(X)]/g(a)$.\nApplied to $(X - E[X])^2$, the inequality gives [[Chebyshev's inequality|02HZ1BK3MW]]. Applied to $e^{tX}$, it gives the [[Chernoff bound|014PEBGDYF]].\n\n## History\n\nThe inequality is named after Andrey Markov. It appears earlier in the work of Pafnuty Chebyshev, the teacher of Markov.\n\n## Explanations\n\n### L1 human\n\nA nonnegative quantity with a small average cannot often be large.\nIf the mean income is $30000$, then at most one person in five can have an income of $150000$ or more.\n",
  "commit": "f591989ed15704e9d8755a7a5a6426d73de7a3ae",
  "front": {
    "kind": "statement",
    "msc": [
      "60E15"
    ],
    "name": "Markov's inequality",
    "role": "theorem",
    "same_as": {
      "wikidata": "Q842436",
      "wikipedia": "Markov's inequality"
    },
    "sources": [
      {
        "locator": "Statement",
        "url": "https://en.wikipedia.org/wiki/Markov's_inequality"
      }
    ],
    "tag": "05PWWHYBX5",
    "uses": [
      "0DCT0QZVQ1",
      "0464Z0JP2E"
    ]
  },
  "kind": "statement",
  "link": "https://math2.tamnd.com/node/05PWWHYBX5/",
  "links": [
    {
      "field": "uses",
      "target": "0DCT0QZVQ1"
    },
    {
      "field": "uses",
      "target": "0464Z0JP2E"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/05PWWHYBX5.md",
  "msc": [
    "60E15"
  ],
  "name": "Markov's inequality",
  "prov": null,
  "role": "theorem",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/05P/05PWWHYBX5.md",
  "status": null,
  "tag": "05PWWHYBX5",
  "uri": "m2://05PWWHYBX5",
  "url": "https://math2.tamnd.com/wiki/markovs-inequality/",
  "writing": {
    "tag": "05PWWHYBX5",
    "kind": "statement",
    "level": "W1",
    "next": [
      {
        "what": "edge about out",
        "note": "the concepts that the statement is about",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge proves in",
        "note": "at least one proof node",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge instance_of or illustrates in",
        "note": "one example that shows the statement at work",
        "have": 0,
        "want": 1
      },
      {
        "what": "explanation L2",
        "have": 0,
        "want": 1
      }
    ]
  }
}
