Finite expectation value <-> finite sum over Probabilties

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Homework Help Overview

The discussion revolves around the relationship between the finite expectation value of a real-valued random variable and the finiteness of a sum over probabilities. The original poster presents a statement regarding the equivalence of these two conditions, specifically focusing on the expectation E[|X|] and its implications.

Discussion Character

  • Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • The original poster attempts to connect integer-valued expectations to real-valued random variables, expressing uncertainty in how to approach the problem. Another participant inquires about the formula for E[|X|], leading to a clarification of the expectation value as a sum involving probabilities.

Discussion Status

The discussion includes attempts to clarify the relationship between different types of random variables and their expectations. A participant has indicated that they have resolved their query, although the specifics of that resolution are not detailed.

Contextual Notes

The original poster expresses difficulty in relating integer and real-valued random variables, suggesting a potential gap in understanding the underlying concepts. The discussion may be constrained by the need for a deeper exploration of probability theory and expectation values.

Mr.Brown
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Homework Statement


If X is a real valued random variable with E[|X|] finite. <-> [tex]\sum(P(|X|>n))[/tex] finite

, with the sum over all natural numbers from 1 to infinity.

Homework Equations



As a tip I am given that for all integer valued X>0 E(X) = [tex]\sum(P(X)>k[/tex] , where the sum goes over all k =1 to k=infinity (k is a natural number)

The Attempt at a Solution



I don´t really have an idea i tried to find a way to relate integer valued stuff to real valued stuff by summing over all real valued stuff that are not integer.
But don't get anywhere :(
Hope for some advice
 
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What is the formula for E[|X|]?
 
It´s just the expectation value E[|X|]= sum over all |x|*P(|x|).
 
ok solved it :)
 

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