设随机变量X的期望E(X)与方差D(X)都存在,则对任意正数ε,有()

设随机变量X的期望E(X)与方差D(X)都存在,则对任意正数ε,有()


A、

P{∣X-E(X)∣≥ε}≤D(X)/ε2


B、

P{∣X-E(X)∣≥ε}≥D(X)/ε2


C、

P{∣X-E(X)∣≤ε}≤D(X)/ε2


D、

P{∣X-E(X)∣≤ε}≥D(X)/ε2


【正确答案】:A
【题目解析】:

设随机变量X的期望E(X)与方差D(X)都存在,则对任意正数ε,有P{∣X-E(X)∣≥ε}≤D(X)/ε2