Let X be an integrable r.v. Then, for every ( > 0, there is a simple r.v.
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The integrability of X implies that both X and X are finite Let 0 X n simple n X and 0 Y n ...View the full answer
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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