Paper 2, Section I, F

Probability
Part IA, 2017

Let XX be a non-negative integer-valued random variable such that 0<E(X2)<0<\mathbb{E}\left(X^{2}\right)<\infty.

Prove that

E(X)2E(X2)P(X>0)E(X)\frac{\mathbb{E}(X)^{2}}{\mathbb{E}\left(X^{2}\right)} \leqslant \mathbb{P}(X>0) \leqslant \mathbb{E}(X)

[You may use any standard inequality.]