Question: In the text, we noted that when the Xi are all nonnegative random variables. Since an integral is a limit of sums, one might expect
In the text, we noted that
-1.png)
when the Xi are all nonnegative random variables. Since an integral is a limit of sums, one might expect that
-2.png)
whenever X(t), 0 ‰¤ t
-3.png)
Define, for each nonnegative t, the random variable X(t) by
-4.png)
Now relate
i= 1 1 ELX) 0 1 if t
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