Question: Let X,..., Xn be random variables which are not necessarily independent. Let there be a o> 0 such that Then show that E(etxi) exp(to/2)

Let X,..., Xn be random variables which are not necessarily independent. Let

Let X,..., Xn be random variables which are not necessarily independent. Let there be a o> 0 such that Then show that E(etxi) exp(to/2) for all t > 0. E max X o/2 log n. 1

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