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How to prove the tightness of Markov's bound?

By Emma Payne
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Show that Markov's inequality is as tight as it possible. Given a positive integer $k$, describe a random variable $X$ that assumes only non-negative values:

$$\Pr[X \geq k E[X] ] = 1/k.$$

Using Markov's bound, we can show at most $1/k$. But how to show equality?! My question to be exact what is the idea to prove the tightness of this bound!

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1 Answer

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Consider a random variable $X$ which takes the value $1$ with probability $1/k$ and $0$ with probability $1-1/k$.

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