Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Mathematical Statistics~help please

  1. Mar 27, 2005 #1
    Mathematical Statistics~help please!!

    :cry:

    Please help me with these question...

    Let S and Y be i.i.d positive random variables with E(X)<infinity.
    Show that E(Y/S) is greater or equal to 1. Give an example where

    E(Y/X)=positive infinitiy...

    I have no Idea where to begin...please help me..
     
  2. jcsd
  3. Mar 27, 2005 #2

    matt grime

    User Avatar
    Science Advisor
    Homework Helper

    E(Y/S) = E(Y)(E1/S) since they are independent.What does it now boil down to showing? What results do you know that tell you when E(f(X)) > f(E(X)) for some function f?
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?