16. Let X and Y be nonnegative random variables with an arbitrary joint distribution function. Let (a)
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16. Let X and Y be nonnegative random variables with an arbitrary joint distribution function.
Let
(a) Show that
(b) By calculating expected values of both sides of part (a), prove that
Note that this is a generalization of the result explained in Remark 6.4.
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Fundamentals Of Probability With Stochastic Processes
ISBN: 9780429856273
4th Edition
Authors: Saeed Ghahramani
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