Question: Consider a probability space (, F, P) and a random variable X : R. The expectation of X is defined to be f(a) Let X1,

Consider a probability space (, F, P) and a random variable X : R. The expectation of X is defined to be

Consider a probability space (, F, P) and a random variable X: R. The expectation of X is defined to be \f(a) Let

\f(a) Let X1, X2,... be non-negative random variables such that E X;] Y for i = 1, 2, ... and ElY]]

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