Generalizing (1.3.2), prove that for any continuous r.v. with a d.f. F(x) and a finite expected value,
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Generalizing (1.3.2), prove that for any continuous r.v. with a d.f. F(x) and a finite expected value,
What would we have for a non-positive r.v.? In Chapter 7, we show that (6.2) is true for any distribution.
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