MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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6. Show that if E|X₁| <∞, j≥ 2, then E|X₁ - μ³ ≤2¹E|X₁|³.
Hint: By the iterated expectation theorem
E|X₁ − µ|¹
=
E{|X1 − µ|¹ ||X₁| ≥ |µ|}P(|X1| ≥ |M|)
+E{|X₁ − μ|³||X₁| < |µ|}P(|X₁| < |µ).
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Transcribed Image Text:6. Show that if E|X₁| <∞, j≥ 2, then E|X₁ - μ³ ≤2¹E|X₁|³. Hint: By the iterated expectation theorem E|X₁ − µ|¹ = E{|X1 − µ|¹ ||X₁| ≥ |µ|}P(|X1| ≥ |M|) +E{|X₁ − μ|³||X₁| < |µ|}P(|X₁| < |µ).
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