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Markov bound on total exponential weight

Question

One hundred items have independent weights, each exponentially distributed with mean 250250 grams. Let TT be their combined weight. What upper bound does Markov's inequality give for P[T>26000]\mathbb{P}[T>26000]?

Short answer

2526\tfrac{25}{26}. Markov's inequality for a non-negative variable gives P[T>a]≤E[T]/a\mathbb{P}[T>a]\le\mathbb{E}[T]/a. Here E[T]=100⋅250=25000\mathbb{E}[T]=100\cdot250=25000, so the bound is 2500026000=2526\tfrac{25000}{26000}=\tfrac{25}{26}.

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