How inequality can be used to derive additional bounds


Question

Let N be a non-negative, integer-valued random variable, Show that

                             P{N > 0} >= (E[N])2/E[N ]2

And explain how this inequality can be used to derive additional bounds on a reliability function.

HINT:                            E[N ]= E[N 2|N > 0]P{N > 0}      (Why?)

                                                >= (E[N |N > 0])2P{N > 0}      (Why?)

Now multiply both sides by P{N > 0}.

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Mathematics: How inequality can be used to derive additional bounds
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