If the r.v. X takes on the values n , n = 1, 2,¦, with probability 1,

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If the r.v.Xtakes on the valuesn,n= 1, 2,€¦, with probability 1, so that

E=1 P(X = n) = 1,

Show that

If the r.v. X takes on the values n, n

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