e****s 发帖数: 46 | 1 assume X1 and X2 are independent and identically distributed r.v.
with mean E[X] =1
let Y = max(X1,X2)
how to show that E[Y] <= 2E[X]
Thanks! | s*q 发帖数: 31 | 2 I tried for a while. What I believe is that you missed some condition, such as
X1 is positive definite.
Reason: counter-example:
P(X1=-2)=1/2
P(X1=4)=1/2
X1, X2 iid,
E(X1)=(-2)*1/2+4/2=-1+2=1
Then
P(Y=-2)=1/4
P(Y=4)=3/4
E(Y)=-1/2+3=5/2>2
Do you think so?
【在 e****s 的大作中提到】 : assume X1 and X2 are independent and identically distributed r.v. : with mean E[X] =1 : let Y = max(X1,X2) : how to show that E[Y] <= 2E[X] : Thanks!
| s*q 发帖数: 31 | 3 Let's re by myself, hehe.
If X1 is non-negative. The statement is true by using the equation:
E(X)=integer(1-F_X(x)){x from 0 to infitie}
You can find it is easy to show and the condition E(X1)=1 is useless.
as
【在 s*q 的大作中提到】 : I tried for a while. What I believe is that you missed some condition, such as : X1 is positive definite. : Reason: counter-example: : P(X1=-2)=1/2 : P(X1=4)=1/2 : X1, X2 iid, : E(X1)=(-2)*1/2+4/2=-1+2=1 : Then : P(Y=-2)=1/4 : P(Y=4)=3/4
| e****s 发帖数: 46 | 4 Yeah, sorry, i forget a condition, X>0, actually, X = k*a, a is a small number
and a>0, k is positive integer.
such
【在 s*q 的大作中提到】 : Let's re by myself, hehe. : If X1 is non-negative. The statement is true by using the equation: : E(X)=integer(1-F_X(x)){x from 0 to infitie} : You can find it is easy to show and the condition E(X1)=1 is useless. : : as
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