- #1

jk_zhengli

- 6

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Hi guys, I have a question.

E(|X|) < infinity iff E|X|I(|X| > n) -> 0 as n goes to infinity, where I is the indicator function.

=> this direction is easy and I have it solved.

I wonder if anyone has any idea of how to deal with <=. Thanks.

E(|X|) < infinity iff E|X|I(|X| > n) -> 0 as n goes to infinity, where I is the indicator function.

=> this direction is easy and I have it solved.

I wonder if anyone has any idea of how to deal with <=. Thanks.

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