Let {X} be a sequence of mutually independent random variables with a common distribution. Suppose that the
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Let {X} be a sequence of mutually independent random variables with a common distribution. Suppose that the X assume only positive values and that E(X)a and E(X) = b exist. Let S = ++ X. Prove that E(S) is finite and that E(X,S) = n for k = 1, 2, ..., n.
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An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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