7. For any RV X, show that P{X 0} inf{(t) : t 0}

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7. For any RV X, show that P{X ≥ 0} ≤ inf{ϕ(t) : t ≥ 0} ≤ 1, where ϕ(t) = EetX , 0<ϕ(t)≤∞.

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An Introduction To Probability And Statistics

ISBN: 9781118799642

3rd Edition

Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh

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