Homework for MAE288B Optimal EstimationDue in class Thursday February 11, 2016

Problems from Probability, Random Variable and Random Signal Principles 2nd Edition, by Peyton Z. Peebles Jr PhD, McGraw-Hill 2008.

P (|X| � a) E ('(|X|))'(a)

Extend this result to Markov’s inequality for monotonically increasing function '(·).