For a real-valued random variable, $X$, the first moment method, is simply $$P(X\ge\mathbb{E}[X])>0.$$ $\DeclareMathOperator\Var{Var}$This can be extended to the second moment quite easily (revised from original statement): $$P(\lvert X-\mathbb{E}[X]\rvert\ge\sqrt{\Var[X]})>0.$$ The question must be asked: How does one generalize this to higher (probably centralized) moments? Edit: Good catch [Mark](https://mathoverflow.net/a/39450)! Let me rephrase the question in another way. Let $X$ be a real-valued random variable. Given only the first $n$ moments of $X$: $\mathbb{E}(X), \dotsc, \mathbb{E}(X^n)$, what is the largest value for $\lvert X-\mathbb{E}[X]\rvert$ that can be guaranteed to have positive probability?