马尔可夫不等式 16 Andrey (Andrei)Andreyevich 口设随机变量X非负，则对任意a> Markov 0, E( P(X≥a)≤ a 1,X≥a 14 June 1856 N.S. .P(X≥a=E(I)≤E E() Born Ryazan.Russian Empire Died 20 July 1922 (aged 66) Petrogrnd.Russian SFSR a Residence R和1ss1a Nationality Russian马尔可夫不等式  设随机变量𝑿非负，则对任意𝒂 > 𝟎， 𝑷 𝑿 ≥ 𝒂 ≤ 𝑬 𝑿 𝒂 证：令𝑰 = ቊ 𝟏, 𝑿 ≥ 𝒂 𝟎, 𝑿 < 𝒂 ，则𝑰 ≤ 𝑿 𝒂 ∴ 𝑷 𝑿 ≥ 𝒂 = 𝑬 𝑰 ≤ 𝑬 𝑿 𝒂 = 𝑬 𝑿 𝒂 16