Question: 1.4. Let c be a fixed constant, c > O. Then c&'(IXI) < 00 if and only if L~(IXI :::: cn) < 00. 11-1 In
1.4. Let c be a fixed constant, c > O. Then c&'(IXI) < 00 if and only if L~(IXI :::: cn) < 00.
11-1 In particular, if the last series converges for one value of
c, it converges for all values of c.
5. For any r> 0, J'(IXI') < 00 if and only if 00 L n,-l ~(IXI :::: n) < 00.
n=l 3.2 PROPERTIES OF MATHEMATICAL EXPECTATION I 47
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