- #1

- 6

- 0

I wonder if the following are equivalent.

1) E(|X|) < infinity

2) I(|X| > n) goes to 0 as n goes to infinity (I is the indicator function)

3) P(|X| > n) goes to 0 as n goes to infinity.

1) => 2) and 2) => 3) are easy to see, please help me to show 2) => 1) and 3) => 2) if they are indeed true. Thanks.