Prove the following extension of Theorem 4.4.1: If E(|X|a) < for some positive number a, then

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Prove the following extension of Theorem 4.4.1: If E(|X|a) < ∞ for some positive number a, then E(|X|b) < ∞ for every positive number b < a. Give the proof for the case in which X has a discrete distribution.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:32 AM

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Prove the following extension of Theorem 4.4.1: If E(|X|a) < for some positive number a, then

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Let X have a discrete distribution with pf fx Assume that EX a for some ...View the full answer

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