5.36 Suppose that X1, . . . , Xn are i.i.d. random variables such that E(X1) =...

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5.36 Suppose that X1, . . . , Xn are i.i.d. random variables such that E(X1) = 0 and E(|X1|p) < ∞, where p ≥ 2. Show that E ⎛
⎝ max 1≤k≤n 
k i=1 Xi 
p ⎞
⎠ = O(np/2).

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