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I want to prove the following result: Let $X$ be a nonnegative random variable defined on a probability space $\Omega$. Then

$$\sum_{\omega\in\Omega:\ X(\omega)\geq\frac{\mathbb{E}X}{2}}\mathbb{P}(\omega)X(\omega) \geq \frac{\mathbb{E}X}{2}$$

I need it in another proof, but I am not sure whether it is true at all. Can anyone help me with the proof? Thanks

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    What's $\mathbb{P}(\omega)$?2012-12-12
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    The accepted answer shows that this is true if you replace the central $>$ with $\ge$. The strict inequality isn't true; e.g., if $X(\omega)=0$ everywhere, both sides are zero.2012-12-12

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