Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Actually the existence of such a $u$ should be proved and it is clear that, it does not conclude from $c_{1} \geq1$ and we should prove $\ln (2c_{1}) >0$. It can be proved like this: The problem in the case that $\mathbb EX=m_{X}$ is trivial. So we assume that $\mathbb EX \neq m_{X}$. Choose a real number $\epsilon$ such that $\epsilon < |\mathbb E-m_{X}|$. Now we consider two cases:
Thank you. The problem has a similar converse: Show that whenever for a median $m_{X}$ we know $$\mathbb P \{ |X-m_{X}| \geq t \} \leq c_{3}e^{-c_{4}t^{2}}$$ then $$\mathbb P\{|X-\mathbb EX|\geq t\}\leq 2c_{3}e^{-\frac{1}{4}c_{4}t^{2}}.$$