Mathematics — Probability · law-of-large-numbers-continuous
Problem
Let X be a continuous random variable with values uniformly distributed over the interval [0,20].
(a) Find the mean and variance of X.
(b) Calculate P(∣X−10∣≥2), P(∣X−10∣≥5), P(∣X−10∣≥9), and P(∣X−10∣≥20) exactly. How do your answers compare with those of Exercise 1? How good is Chebyshev's Inequality in this case?