Question: 9.16 (i) Show that for any random variable X, E X2{log(|X|)}d1 log log(|X|) < , where d > 1, implies E(X2) < .
9.16 (i) Show that for any random variable X, E
X2{log(|X|)}d−1 log log(|X|)
< ∞, where d > 1, implies E(X2) < ∞.
(ii) Give an example of a random variable X such that E X2 log log(|X|)
< ∞
but E(X2)=∞.
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