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

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

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