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

10. Let {X1,X2, . . . ,Xn} be a set of independent random variables with P(Xj = i) = pi (1 ≤ j ≤ n and i ≥ 1). Let hk =

P

∞ i

=

k pi. Using Theorem 10.2, prove that

E[min(X1, X2,..., Xn)] = h k=1

E[min(X1, X2,..., Xn)] = h k=1

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