Question 6 ( Prove that, for any pair of random variables X and Y with finite expected values and for Z = max(X, Y), the inequality below is always true, or provide an example that shows that it is false: E (Z) ≤ max (E (X), E (Y))

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
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Question 6
Prove that, for any pair of random variables X and Y with finite expected
values and for Z = max(X, Y), the inequality below is always true, or provide an example
that shows that it is false:
E (Z) ≤ max (E (X), E (Y))
Transcribed Image Text:Question 6 Prove that, for any pair of random variables X and Y with finite expected values and for Z = max(X, Y), the inequality below is always true, or provide an example that shows that it is false: E (Z) ≤ max (E (X), E (Y))
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