Prove that E[X2] < <∞ implies E[[X] <∞. Hint: |X| = |X|I{|X|>1} + |X|I{\X\<1}.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.2: Exponential Functions
Problem 11E
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![Prove that E[X2] <
<∞ implies E[[X] <∞. Hint: |X| = |X|I{|X|>1} + |X|I{\X\<1}.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F71f6a4b8-527f-4030-b85a-828002701c6f%2F342620f0-992e-43f7-b784-cc08c2d20daa%2F5va4tef_processed.png&w=3840&q=75)
Transcribed Image Text:Prove that E[X2] <
<∞ implies E[[X] <∞. Hint: |X| = |X|I{|X|>1} + |X|I{\X\<1}.
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