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Finite expectation

  1. 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
  2. jcsd
  3. Aug 7, 2009 #2

    mathman

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    Yes. Proof is trival. 0<=X _t <=b implies E(X_t)<=b.
     
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