(Erickson) In Example 5.4.1 the function atx) = x[1-Fyldy was encountered. where F is the df of...
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(Erickson) In Example 5.4.1 the function atx) = x[1-Fyldy was encountered. where F is the df of a nonnegative r.x. X. (i) Show that a(x) is nondecreasing (ii) Prove that EX- implies E(X). Hint: Ea(X) < entails alx)- of-Fix))) and hence EX/y dFiy)
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Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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