Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
Let $\lambda > 0$ be a D993: Real number.
(i) | $X : \Omega \to [0, \infty]$ is a D4381: Random basic number on $P$ |
Then
\begin{equation}
\mathbb{P}(X \geq \lambda)
\leq \frac{1}{\lambda} \int_{\Omega} X(\omega) \, \mathbb{P}(d \omega)
\end{equation}