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

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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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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