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A Probability Problem

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  • nir31415
    Hi all, Prove that for every two independent, identically distributed real random variables X and Y, Prob(|X-Y|
    Message 1 of 1 , Aug 1, 2005
      Hi all,

      Prove that for every two independent, identically distributed real
      random variables X and Y,

      Prob(|X-Y| <= 2) <= 3 Prob(|X-Y| <= 1).

      Appear as an exercise with (*) in "The Probabilistic Method", Noga
      Alon, Joel H. Spencer.

      Best,
      nir31415.
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