Hej,
I am studying a proof for the Markov inequality, and there is a certain step, which I don't understand:
$\mathbb{E}(X \cdot \mathbb{I}_A) \ge \mathbb{E}(a \mu \mathbb{I_A})$
where $\mathbb{I}_A$ is the indicator function, $\mu = \mathbb{E}(X)$ and $A = [X \ge a \cdot \mathbb{E}(X)]$.
Thanks for any help.