Exercise 9. (1 pt) Prove Theorem 5.9 in the lecture note. Theorem 5.9. Let f be a real-valued r.v. and g: (R, B(R)) → (
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- Exercise 9 1 Pt Prove Theorem 5 9 In The Lecture Note Theorem 5 9 Let F Be A Real Valued R V And G R B R 1 (4.32 KiB) Viewed 99 times
Theorem 5.9. Let f be a real-valued r.v. and g: (R, B(R)) → (R, B(R)). Suppose X admits a PDF f. If g 20, or fg € L¹(R, B(R), X), then E(g(X)) = g(a)f(x) da R