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SCHWEITZER 1955 Problem 3

    Let the density function f(x)f(x) of the random variable ξ\xi bean even function; let further f(x)f(x) be monotonically non-increasing for x>0x>0 . Suppose that D2=∫−∞∞x2f(x)dxD^{2}= \int_{-\infty }^{\infty }x^{2}f(x) dx exists. Prove that for every non negative λ\lambda P(∣ξ∣≥λD)≤11+λ2P(\left |\xi \right |\geq \lambda D)\leq \frac{1}{1+\lambda ^{2}} . (P. 7)

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