Question

Proving Markov's inequality:

Answer 1

If g(x) >= 0, then for any constant c>0, r>0: \[P(g(X)\ge c)\le \frac{E[g(X)^r]}{c^r}\]

Answer 2

I keep finding proofs where there is no exponent r, and I understood the proof (like http://www.stat.cmu.edu/~larry/=stat705/Lecture2.pdf on page 2) But I'm not sure how to make it work with the exponent R in there :S

Answer 3

I think you can refer to Bernoulli for this proof.

Answer 4

How would I go about doing that