Question: For a r.v. X, show that É|X| for some fixed constant c > 0. E P(|X| 2 nc) < =D1

For a r.v. X, show that É›|X|
E P(|X| 2 nc) < ∞ =D1

for some fixed constant c > 0.

E P(|X| 2 nc) < =D1

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