Question: Let X be a random variable with the probability density function Prove that E ???? |X| converges if 0 f(x) = 1 (1+x)' -x <

Let X be a random variable with the probability density function

f(x) = 1 (1+x)' -x < x < .

Prove that E ????
|X|α
converges if 0

f(x) = 1 (1+x)' -x < x < .

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