Any ideas will be appreciated!

non-negative random variable x

the probability that x is not less than n is bigger or equal to 1/n, for all n belonging to natural #

then the expectation of x is infinite

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- Oct 8th 2007, 04:51 PMvioletsfproof of expectation, thx!
Any ideas will be appreciated!

non-negative random variable x

the probability that x is not less than n is bigger or equal to 1/n, for all n belonging to natural #

then the expectation of x is infinite