In the text, we noted that when the Xi are all nonnegative random variables. Since an integral
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when the Xi are all nonnegative random variables. Since an integral is a limit of sums, one might expect that
whenever X(t), 0 ‰¤ t
Define, for each nonnegative t, the random variable X(t) by
Now relate
Transcribed Image Text:
i= 1 に1 ELX) 0 1 if t
i= 1 に1 ELX) 0 1 if t
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