It means something rather stronger than that, in fact far stronger than is needed here, all you need is that they have finite first moments.

The detail of thia depends on the type of course you are doing, but in essense this depends on the definite integral of a positive function being positive.Show that

a)if , then

Part b) follows from part a) by introducing the RV , and the linearity of the expectation operator.b)if , then

HINT: You may consider the variable .

Again, with so much to do in so little time, I need help.

CB