Question: 10. Let {X1, X2, . . . , Xn} be a sequence of independent random variables with P (Xj = i) = pi (1

10. Let {X1, X2, . . . , Xn} be a sequence of independent random variables with P (Xj = i) = pi (1 ≤ j ≤ n and i ≥ 1). Let hk = /∞ i=k pi. Using Theorem 10.2, prove that E 4 min(X1, X2, . . . , Xn) 5 = .∞ k=1 hn k .

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