# How to prove the tightness of Markov's bound?

Show that Markov's inequality is as tight as it possible. Given a positive integer $k$, describe a random variable $X$ that assumes only non-negative values:

$$\Pr[X \geq k E[X] ] = 1/k.$$

Using Markov's bound, we can show at most $1/k$. But how to show equality?! My question to be exact what is the idea to prove the tightness of this bound!

## 1 Answer

Consider a random variable $X$ which takes the value $1$ with probability $1/k$ and $0$ with probability $1-1/k$.

• Thank you for your answer. It really helps me. I understand that "you give example" to show that it is tight so there is "no proof" as I understand. Also, I understand that when expected value is 1, then we have a tight bound for Markov's bound. So, thank you, I was thinking that there might be a proof. – YOUSEFY Sep 19 '17 at 6:21
• To @Davide : Maybe you meant "$X$ which takes the value $1$ with probability $1/k$"? – Arundo Donax Sep 28 '17 at 17:00
• @ArundoDonax You are right. – Davide Giraudo Sep 28 '17 at 19:00
• @DavideGiraudo I believe X should take the value "k" not "1", with probability 1/k. – Toastgeraet Feb 17 at 14:20