Question: S (a) Let X be a random variable taking values in ZC. Show that (Both sides can be equal to C1.) (b) Let X be

S

(a) Let X be a random variable taking values in ZC. Show that

E(X) = P(Xk). k1

(Both sides can be equal to C1.)

(b) Let X be an arbitrary random variable taking values in OE0;1OE. Show that

image text in transcribed

(Again, both sides can be equal to C1.) Hint: Use discrete approximations.

E(X) = P(Xk). k1

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