St41n Messages 32 Reaction score 0 Thread starter Aug 7, 2009 #1 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: Aug 7, 2009
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?
mathman Science Advisor Homework Helper Messages 8,130 Reaction score 575 Aug 7, 2009 #2 Yes. Proof is trival. 0<=X _t <=b implies E(X_t)<=b.