Corollary 5 3 4 For Any U I Sub Mg Xn And X 0 5 3 1 P X X For Some K 2 E Xx I X E Xx Where 1 (8.58 KiB) Viewed 31 times
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Corollary 5.3.4. For any U.I. sub-MG {Xn} and x > 0, (5.3.1) P(X>x for some k <∞) ≤ 2¯¹E[Xx I₁₂<∞] ≤ x¯¹E[(Xx)+], where TI = = min{k 20: X ≥ I}.
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