Expectation of X_t When Pr(X_t>b)=0: Finite?

St41n
Messages
32
Reaction score
0
If i know that Pr(X_t>b)=0, where X_t>0 and b is positive finite, then should the expectation of X_t be finite? Is there any case where it is infinite?
 
Last edited:
Physics news on Phys.org
Yes. Proof is trival. 0<=X _t <=b implies E(X_t)<=b.
 

Thread 'Here's a Statistics problem for game of Polo (or Hockey if you like)'

Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
View full post »

Thread 'Roulette wheel physics and probability'

Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
View full post »

Similar threads

A Simulation from a process given by "complicated" SDE
Replies
3
Views
1K
MHB Prove Weakly Stationary Process w/$E(X^2_t ) < ∞$
Replies
1
Views
2K
I Relevant Literature for Noisy Linear Dynamical Systems
Replies
1
Views
2K
A Smoothness of a value function with discontinuous parameters
Replies
1
Views
1K
MHB Finding the Autocovariance function
Replies
5
Views
2K
Difference between prediction and update on Bayesian Filters
Replies
3
Views
2K
Projectile Motion on an Incline
Replies
6
Views
2K
MHB Is Weak Stationarity of Y_k Achievable in AR(1) Process?
Replies
1
Views
2K
Covariance function iif Moving Average process
Replies
2
Views
5K
What is Brownian Motion (Weiner process)?
Replies
5
Views
3K

Hot Threads

Recent Insights

Back
Top