3. Let T = 1 i=1 i3 . (a) Show that T < ....
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3. Let T ∗ = ∞ 1 i=1 i3 .
(a) Show that T ∗ < ∞.
(b) Define W as follows:
1 P{W = i} = i = 1, 2, . . . T ∗i3 Show that W is a random variable.
(c) Show that E(W) exists.
(d) Show that E(W2) does not exist.
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