Skip to content
Q46Section C (Section C)46 of 60

Chebyshev bound from a moment generating function

Let XX be a random variable with the moment generating function

MX(t)=(et2+e−t22)2,−∞<t<∞.M_X(t)=\left(\frac{e^{\frac t2}+e^{-\frac t2}}{2}\right)^2,\quad -\infty<t<\infty.

Using Chebyshev's inequality, the upper bound for P(∣X∣>23)P\left(|X|>\sqrt{\frac23}\right) equals ___________

Numerical answer: type the number (no options).

Type your answer and check it.