[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Prove the following analogue of Chebyshev's Inequality:

[[math]] P(|X - E(X)| \geq \epsilon) \leq \frac 1\epsilon E(|X - E(X)|)\ . [[/math]]