If X is a nonnegative integer valued random variable, show that Hint: Define the sequence of random
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If X is a nonnegative integer valued random variable, show that
Hint: Define the sequence of random variables In,n ≥ 1, by
Now express X in terms of the In.
(b) If X and Y are both nonnegative integer valued random variables, show that
Transcribed Image Text:
E[X]=P{n} = P{X>n} (a) n=1 n=0
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