Discrete_Mathematics_amp;_Mathematical_Reasoning_Chapter_7_：离散数学和数学推理7章；精编.pdfVIP

Discrete Mathematics Mathematical Reasoning Chapter 7 (continued): Markov and Chebyshev’s Inequalities; and Examples in probability: the birthday problem Kousha Etessami U. of Edinburgh, UK Kousha Etessami (U. of Edinburgh, UK) Discrete Mathematics (Chapter 7) 1 / 12 Markov’s Inequality Often, for a random variable X that we are interested in, we want to know “What is the probability that the value of the r.v., X, is ‘far’ from its expectation?” A generic answer to this, which holds for any non-negative random variable, is given by Markov’s inequality: Markov’s Inequality Theorem: For a nonnegative random variable, X , where X s 0 for all s , for any positive real number a 0: EX PX a a Kousha Etessami (U. of Edinburgh, UK) Discrete Mathematics (Chapter 7) 2 / 12 Proof of Markov’s Inequality: Let the event A be defined by: A s X s a. We want to prove that PA E X . But: a EX PsX s s PsX s PsX s sA sA PsX s (because X s 0 for all s ) sA Psa (because X s a for all s A) sA a Ps a PA sA Thus, EX a PA. In other words, E X PA, which is a what we wanted to prove. Kousha Etessami (U. of Edinburgh, UK) Discrete Mathematics (Chapter 7) 3 / 12 Example Question: A biased coin, which lands heads with probability 110 each time it is flipped, is flipped 200 times consecutively. Give