2. Let X be a random variable. (a) Show that, if E X2 = 1 and E X4
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Transcribed Image Text:2. Let X be a random variable.
(a) Show that, if E X2 = 1 and E X4 <oo, then
√EX4*
Write X2 XIX, choose r conveniently, and exploit the Hölder inequality.
(b) Suppose that E X2m <oo, where me N. State and prove an analogous
inequality.
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