Question: Let Xn, n = 1,2,..., be r.v.s such that |xn| ( ( M ( < (), n ( 1, for some ( > 0.

Let Xn, n = 1,2,..., be r.v.s such that ε |xn| ( ( M (< (), n ( 1, for some ( > 0. Then show that |xn| a, n ( 1, are uniformly integrable for all a with 0 < a < (?

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