Let (σ_1)^2 = (σ_2)^2 = σ^2 be the common variance of X_1 and X_2 and
let p be the correlation coefficient of X_1 and X_2. Show that
P[│(X_1-μ_1) + (X_2-μ_2)│≧kσ]≦2(1+ρ)/k^2.
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我覺得應該是要利用Chebyshev's Inequality來做
不過我就是不會寫=.=
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