Suppose that X and Y are random variables and that X and Y a

Suppose that X and Y are random variables and that X and Y are nonnegative for all points in a sample space S.Let Z be the random variable defined by Z(s)=max(X(s),Y(s)) for all elements s∈S.show that E(Z)≤E(X)+E(Y)
E是期望函数~
mikewolf79 1年前 已收到2个回答 举报

hdsimon 花朵

共回答了21个问题采纳率:90.5% 举报

Proof:
Since X and Y are nonnegative,we have
Z(s)=max(X(s),Y(s))≤X(s)+Y(s).
that is
E(Z)≤E(X+Y)≤E(X)+E(Y).

1年前

1

ALECMENG 幼苗

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弱弱问下E是期望函数么……

1年前

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