Question: Let X be a random variable taking values in OE0;1 . Show the following (considering the discrete case first). (a) If E.X/ < 1, then

Let X be a random variable taking values in OE0;1

. Show the following (considering the discrete case first).

(a) If E.X/ < 1, then P.X < 1/ D 1.

(b) If E.X/ D 0, then P.X D 0/ D 1.

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