Question: Exercise 10.4 Ferguson (1967, Section 2.7, page 74) proves the following: Lemma (3) If S is a convex subset of Rn, and Z is an

Exercise 10.4 Ferguson (1967, Section 2.7, page 74) proves the following:

Lemma (3) If S is a convex subset of Rn, and Z is an n-dimensional random vector for which Pr(Z ∈ S)=1 and for which E(Z) exists and is finite, then E(Z) ∈ S.
Use this lemma to show that C(V) =C
e∈M eedP
⊂M.

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