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Oct 31 at 23:37 comment added Iosif Pinelis $A_\lambda$ was so chosen because it works this way, and the inequality is an instance of the Chebyshev inequality.
Oct 31 at 23:11 vote accept Aaron Hendrickson
Oct 31 at 23:11 comment added Aaron Hendrickson Thank you, Iosif. Could you explain the choice of $A_\lambda$ and where the inequality for $P(A_\lambda^c)$ comes from?
Oct 31 at 22:22 history answered Iosif Pinelis CC BY-SA 4.0