Can anyone provide any insight in how I could show the following (attached below)
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as since the first moment is finite.
Last edited by matheagle; November 6th 2009 at 11:30 PM.
Hello, by Markov's inequality. where As n goes to infinity, obviously goes to 0 (X is almost surely finite since it's integrable) and is bounded by |X|, which is integrable. So we can apply the dominated convergence theorem, and we have
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