Question: Let X be a discrete random variable and g be a function such that the expectation E[g(X)] exists. Show that for the expectation of the

Let X be a discrete random variable and g be a function such that the expectation E[g(X)] exists. Show that for the expectation of the random variable |g(X)|, we have

|E[g(X)]| ≤ E[|g(X)|].

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