(d) We asserted in (c) that E(X) < + ∞ implies lim b(1 F(b)) = 0. b→+∞ We are going to show in this part (which consists of multiple subparts) through a counterexample that the converse does not hold, that is, lim b(1 F(b)) = 0 b4+x does not necessarily imply E(X) < +∞. (ii) Let (i) Calculate the indefinite integral g(y) fa = (1 + Iny) (ylny) ² 21n2(1+lny) (ylny)² 0 Use the result in (i) to show that g is a pdf. (iii) Use the result in (i) to calculate the cdf G. (iv) Show that ∞+49 -dy. lim b(1 G(b)) = 0. 1 if y ≥ 2 if y < 2. (v) Let the random variable Y have pdf g. Show that E(Y) = +∞.

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Chapter6: Topics In Analytic Geometry
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Only do D please. (a,b,c) is just for reference. 

For a nonnegative continuous random variable X,
S
Note that, X being nonnegative, E(X) is guaranteed to exist, though it may be + ∞.
In this exercise, we are going to explore the above equality.
(a) For any b > 0, show that
S P(X > u)du = b(1 − F(b)) +
where f (respectively, F) is the pdf (respectively, cdf) of X.
lim
P(X > u)du = E(X).
(b) Use the result in (a) to show that E(X) = + ∞ implies
b
"P(X > u du = ["
b-
(c) If E(X) < +∞, show that
f
[xf(x)da,
lim b(1 – F(b)) = 0 and
b→+∞
P(X> u) du =
= + ∞.
P(X > u)du = E(X).
Transcribed Image Text:For a nonnegative continuous random variable X, S Note that, X being nonnegative, E(X) is guaranteed to exist, though it may be + ∞. In this exercise, we are going to explore the above equality. (a) For any b > 0, show that S P(X > u)du = b(1 − F(b)) + where f (respectively, F) is the pdf (respectively, cdf) of X. lim P(X > u)du = E(X). (b) Use the result in (a) to show that E(X) = + ∞ implies b "P(X > u du = [" b- (c) If E(X) < +∞, show that f [xf(x)da, lim b(1 – F(b)) = 0 and b→+∞ P(X> u) du = = + ∞. P(X > u)du = E(X).
(d) We asserted in (c) that E(X) < + ∞ implies
lim b(1 F(b)) = 0.
b→ +∞
We are going to show in this part (which consists of multiple subparts) through a
counterexample that the converse does not hold, that is,
does not necessarily imply E(X) < +∞.
(ii) Let
lim b(1 - F(b)) = 0
b→ +∞
(i) Calculate the indefinite integral
g(y) =
-
fa
(1 + Iny)
(ylny)²
∞+49
21n2(1+lny)
(ylny)2
0
Use the result in (i) to show that g is a pdf.
(iii) Use the result in (i) to calculate the cdf G.
(iv) Show that
-dy.
if y ≥ 2
if y < 2.
lim b(1 - G(b)) = 0.
(v) Let the random variable Y have pdf g. Show that E(Y) = + ∞.
Transcribed Image Text:(d) We asserted in (c) that E(X) < + ∞ implies lim b(1 F(b)) = 0. b→ +∞ We are going to show in this part (which consists of multiple subparts) through a counterexample that the converse does not hold, that is, does not necessarily imply E(X) < +∞. (ii) Let lim b(1 - F(b)) = 0 b→ +∞ (i) Calculate the indefinite integral g(y) = - fa (1 + Iny) (ylny)² ∞+49 21n2(1+lny) (ylny)2 0 Use the result in (i) to show that g is a pdf. (iii) Use the result in (i) to calculate the cdf G. (iv) Show that -dy. if y ≥ 2 if y < 2. lim b(1 - G(b)) = 0. (v) Let the random variable Y have pdf g. Show that E(Y) = + ∞.
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