It is known that for any non-negative Y random variable: Show that for any non-negative X random variable: Thank you very much in advance!
Last edited by doug; October 22nd 2011 at 11:48 AM. Reason: typo
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As it is written, I'm not sure it exists. Anyway, it looks like a simple job for an Integration by Parts. Let's see what you get.
Originally Posted by TKHunny As it is written, I'm not sure it exists. Anyway, it looks like a simple job for an Integration by Parts. Let's see what you get. You are right there was typo in the text, I corrected the variable t to x in the second integral. I suppose that and then changing the variable: . But to tell the truth I don't know how to continue.
Hello, Since X is almost surely positive, you can say that and then change
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