Let X be a random variable with cumulative distribution function F. If E|X| < , then 0

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Let X be a random variable with cumulative distribution function F. If E|X| < ∞, then 0

−∞ F(x) dx and ∞

0 [1 − F(x)] dx are both finite.

[Apply integration by parts to the two integrals.]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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