Solution
= Solution
{c}
Pointwise $Z^2\geq a^2\mathbf1_{\{|Z|\geq a\}}$. Taking expectations and dividing by $a^2>0$ proves the <Markov inequality>
$$
\boxed{\mathbb P(|Z|\geq a)\leq\mathbb EZ^2/a^2.}
$$
= Solution
{c}
Pointwise $Z^2\geq a^2\mathbf1_{\{|Z|\geq a\}}$. Taking expectations and dividing by $a^2>0$ proves the <Markov inequality>
$$
\boxed{\mathbb P(|Z|\geq a)\leq\mathbb EZ^2/a^2.}
$$