Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
Let $p, \lambda > 0$ each be a D993: Real number.
(i) | $X : \Omega \to [0, \infty]$ is a D5101: Random unsigned basic number on $P$ |
Then
\begin{equation}
\mathbb{P}(X \geq \lambda)
\leq \frac{1}{\lambda^p} \mathbb{E} X^p
\end{equation}