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}.
Transcribed Image Text:Prove that E[X2] < <∞ implies E[[X] <∞. Hint: |X| = |X|I{|X|>1} + |X|I{\X\<1}.
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