We know that (P(A)\ge 0), so we assume the opposite, i.e. (P(X\ge \mu)=0) so (X<\mu) with 100% certainity, we get (\mu=\sum_{x}xp(x)=\sum_{x< \mu}xp(x)) and (\displaystyle\sum_{x<\mu}xp(x)<\sum_{x<\mu}\mu p(x)=\mu\sum_{x<\mu}p(x)=\mu P(X<\mu)=\mu), a contradiction (\mu<\mu). Similarly for the opposite case [Reference: Probability and Computing: Randomized Algorithms and Probabilistic Analysis by Michael Mitzenmacher, Eli Upfal (Lemma 6.2)]
TODO [Reference: Probability and Computing: Randomized Algorithms and Probabilistic Analysis by Michael Mitzenmacher, Eli Upfal (Theorem 6.3)]
TODO (SAT not taught yet) [Reference: Probability and Computing: Randomized Algorithms and Probabilistic Analysis by Michael Mitzenmacher, Eli Upfal (Theorem 6.4)]