Question: Let 1 , ..., n be i.i.d. r.v.s with a continuous distribution. Explain why the r.v. is well defined; that is, we should

Let ξ₁, ..., ξ_n be i.i.d. r.v.’s with a continuous distribution. Explain why the r.v. Let ξ1, ..., ξn be i.i.d. r.v.’s with a continuous distribution. Explain

is well defined; that is, we should not worry about the case where the denominator is zero. Find E{X₁} and E{X₁| ξ₁ +...+ξ_n}, as well as the similar expectations of the other r.v.’s why the r.v.is well defined; that is, we should not worry about

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