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Let X1,X2,,Xn be independent and identically distributed positive random variables. For kn findEi=1kXii=1nXi.

Short Answer

Expert verified

The value ofEi=1kXii=1nXiis0,鈥呪赌呪赌呪赌n=kkn,鈥呪赌呪赌呪赌n>k.

Step by step solution

01

Given Information

Independent and identically distributed positive random variables are X1,X2,,Xn.

FindEi=1kXii=1nXi=?

02

Explanation

It is formally perceived that the sum of the independent and identically distributed random variables approaches a normal distribution with the mean and the standard deviation . As given in the question:

Ei=1kXii=1nXi=Ei=1kXiEi=1nXi

=EX1+X2++XkEX1+X2++Xn

03

Explanation

The expectation of sums of random variables is always equals to the sum of the expectation of each random variable.

If EXi=(finite)then:

EX1+X2++XkEX1+X2++Xn=EX1+EX2++EXkEX1+EX2++EXn

=+++(ktimes)+++(ntimes) wheren>k

=kn

=kn

Therefore:

Ei=1kXii=1nXi=0,鈥呪赌呪赌呪赌n=kkn,鈥呪赌呪赌呪赌n>k

04

Final Answer

Hence, the value of Ei=1kXii=1nXiis0,n=kkn,鈥呪赌呪赌呪赌n>k.

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