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Mathematical Statistics~help please

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


    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

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    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?
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