Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
Let $t \in [0, \infty]$ be an D5237: Unsigned basic number.
(i) | $X : \Omega \to [0, \infty]$ is a D5101: Random unsigned basic number on $P$ |
Then
\begin{equation}
t \mathbb{P}(X > t)
\leq \mathbb{E}(X I_{\{ X > t \}})
\end{equation}