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Math Help - Inequality

  1. #1
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    Inequality

    This one is really hard, any help??
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  2. #2
    MHF Contributor matheagle's Avatar
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    Does that X really belong in that integrand?

    the idea is that g(X)/g(e)>1 so it should be a 1 in the integrand.
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  3. #3
    Super Member Anonymous1's Avatar
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    Ever heard of Chernoff's inequality?
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  4. #4
    MHF Contributor matheagle's Avatar
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    What I was saying.........

    E(g(X))= \int_0^{\infty}g(x)dP=\int_0^{a}g(x)dP+\int_a^{\in  fty}g(x)dP

    \ge \int_a^{\infty}g(x)dP =g(a)\int_a^{\infty}{g(x)\over g(a)}dP

    \ge g(a)\int_a^{\infty}dP
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