=+

(b) Suppose specifically that Y ,, assumes the values ; and # with probability ;

each. Show that X =0 with probability 1. This gives an example where E[l]" _, Y„] ¥11 ;_; E[Y]] for independent, integrable, positive random vari-

ables. Show, however, that E[l]" _, Y ,, ] ≤ Il ;, , E[Y ] always holds.