I am trying to apply Markov inequality here.
$P(X ≥ \mu + c) = P(X - \mu ≥ c) ≤ \frac{E[X − \mu]}{c}$,
but I cannot figure out where does $E[|X − \mu|^n$ come from.
Since there is an absolute value, I am also thinking about Chebyshev’s Inequality,
$P(|X − \mu| ≥ c) ≤ \frac{σ^2}{c^2}$, so does there exist some relationship between $σ^2$ and $E[|X − \mu|^n$?
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how about taking $P(|X-\mu|^n \geq c^n)$ – fGDu94 May 25 '21 at 17:04