Weh have the following:
For s>0, ∫∞se−x2/2dx≤1se−s2/2,∫∞se−x2/2dx≤√π2e−s2/2.
Then prove that for a random variable X∼N(0,1) and s>0, Pr(X>s)≤1√2πmin(1t,√π2)e−s2/2.
So far i have the following Pr(X>s)=∫∞se−x2dx≤min(1t,π2)e−s2/2,, which does not need any further proof if i get first the two inequalities right?
I got the first part where it is ≤1/s but for the second part, I tried converting to polar coordinates for the second equation. Since I did ∫∞se−x2/2dx∫∞se−y2/2dy≤∫π/20∫∞se−r2/2rdrdθ→∫∞se−x2/2dx≤√π2e−s2/2
? Am i doing something wrong?
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