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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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