If the r.v.s X i , = 1,¦., n , are integrable, then so is the r.v.
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By Theorem 12 the integral X 1 X 2 exists and X 1 ...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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