Jump to content

Quick question about rieman sum


DylsexicChciken

Recommended Posts

Is the summation below true?

[latex] \sum_{a}a * Pr[R=a] \leq \sum_{a\leq b}b * Pr[R=a]. [/latex]

 

Where R is a random variable and Pr[R=a] means that the probability that the random variable is equal to some number 'a'. You can ignore that part and replace Pr[R=a] with x:

[latex] \sum_{a}a * x \leq \sum_{a\leq b}b * x. [/latex]

 

The first summation provides all 'a' values, so the summation is over larger amount of terms. The right hand side sums only those a<=b, so the right hand sums over less amount of terms. But at the same time the right hand is multiplied by b>=a. So it is not clear which one is bigger. I am not extremely familiar with Riemann sum, so hopefully someone here knows what I am talking about. My first intuition is that the above is only true if the upper limit is finite, or that the above is true regardless since you can always have infinite plus 1, i.e. you can always have a number greater than the upper limit for [latex] \sum_{a}a * x [/latex] even if the upper limit for [latex] \sum_{a}a * x [/latex] is infinite. This is the gist of my question.

 

I am trying to prove Markov's Theorem for when Pr[R<=x].

Edited by DylsexicChciken
Link to comment
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
×
×
  • Create New...

Important Information

We have placed cookies on your device to help make this website better. You can adjust your cookie settings, otherwise we'll assume you're okay to continue.