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Q12Section A (Section A)12 of 60

Chebyshev lower bound for a sum of two beta variables

Let X1X_1 and X2X_2 be i.i.d. continuous random variables with the probability density function

f(x)={6x(1−x),0<x<1, 0,otherwise.f(x)=\begin{cases}6x(1-x), & 0<x<1,\ 0, & \text{otherwise.}\end{cases}

Using Chebyshev's inequality, the lower bound of P(∣X1+X2−1∣≤12)P\left(|X_1+X_2-1|\le\frac12\right) is

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