Summary: Chapter 8 lecture notes
Math 431, Spring 2011
Instructor: David F. Anderson
Chapter 8: Limit Theorems
Section 8.2: Markov and Chebyshev inequalities and the weak law of large num-
Theorem 1. Suppose that X is a random variable taking only non-negative values. Then,
for any a 0,
Before proving this, what does it tell us about our previous example?