A converse of Tchebyshev inequality (Q6040048)

The author proves the following converse to Tchebyshev's inequality: given a measurable space \((X,\mathcal{A})\) and a positive real-valued measure \(\mu\) on \(\mathcal{A}\), let \(f:X\to\mathbb{R}\) be a positive, bounded, \(\mathcal{A}\)-measurable function. Then, for any \(\alpha>0\) such that \(\alpha\mu(X)<\int f\,\text{d}\mu\), \[ \mu(\{x\in X : f(x)>\alpha\})\geq\frac{\int f\,\text{d}\mu-\alpha\mu(X)}{\|f\|-\alpha}\,, \] where \(\|f\|\) is the uniform norm of \(f\). This is then applied to give a proof of Kolmogorov's theorem on the existence of a product probability measure.