=+21.13. Suppose that X and Y are independent and that f(x, y) is nonnegative. Put g(x)=E[f(x, Y)]
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=+21.13. Suppose that X and Y are independent and that f(x, y) is nonnegative. Put g(x)=E[f(x, Y)] and show that E[g(X)] = E[ f(X, Y)]. Show more generally that Jx € 4g( X) dP = [x=Af(X,Y) dP. Extend to f that may be negative.
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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