If X is a r.v. defined on the measurable space ((, A), then |X| is also a

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If X is a r.v. defined on the measurable space ((, A), then |X| is also a r.v. By an example, show that the converse need not be true.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:17 AM

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If X is a r.v. defined on the measurable space ((, A), then |X| is also a

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If X is a rv then so is X because for all x 0 we have X 1 x ...View the full answer

An Introduction to Measure Theoretic Probability

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