Let X be an integrable r.v. Then, for every ( > 0, there is a simple r.v.

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Let X be an integrable r.v. Then, for every ( > 0, there is a simple r.v. X( such that f|X - X(| < (.

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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 03:26 AM

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Let X be an integrable r.v. Then, for every ( > 0, there is a simple r.v.

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The integrability of X implies that both X and X are finite Let 0 X n simple n X and 0 Y n ...View the full answer

An Introduction to Measure Theoretic Probability

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