 Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2009/m/m1/a/solution

a^{2} 1_{{∣ Z ∣ \geq a}} \leq Z^{2} .

Taking expectations and dividing by

a^{2} > 0

P (∣ Z ∣ \geq a) \leq \frac{E Z ^{2}}{a ^{2}} .

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