Suppose X, ..., X, are independent and Y, If X, Z, Y,, i=1,..., n, prove that E[max(X,...,

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Suppose X, ..., X, are independent and Y, If X, Z, Y,, i=1,..., n, prove that E[max(X,..., X)] = E[max(Y,, , Y, are independent. Y.)]. Give a counterexample when independence is not assumed.

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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