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Every random variable satisfies a certain nontrivial integrability condition

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  • Adell, José A.
  • Lekuona, Alberto

Abstract

We show that every random variable X fulfills a certain nontrivial integrability condition, in the sense that there always exists a nonnegative function g--depending on X--growing to [infinity] as x-->[infinity], and such that Eg(X)

Suggested Citation

  • Adell, José A. & Lekuona, Alberto, 2006. "Every random variable satisfies a certain nontrivial integrability condition," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1603-1606, September.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:15:p:1603-1606
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    References listed on IDEAS

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    1. Ghosh B.K., 2002. "Probability Inequalities Related to Markovs Theorem," The American Statistician, American Statistical Association, vol. 56, pages 186-190, August.
    2. Csiszar, Villo & Móri, Tamás F. & Székely, Gábor J., 2005. "Chebyshev-type inequalities for scale mixtures," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 323-335, March.
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    Cited by:

    1. Chandra, Tapas Kumar, 2015. "de La Vallée Poussin’s theorem, uniform integrability, tightness and moments," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 136-141.

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