Solved: If a ? X ? b, show that a ? E(X) ? b.

Chapter 3, Problem 45E

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QUESTION:

If a ≤ X ≤ b, show that a ≤ E(X) ≤ b.

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QUESTION:

If a ≤ X ≤ b, show that a ≤ E(X) ≤ b.

ANSWER:

Answer :

Step 1 of 1 :

  we have to show  a ≤ E(X) ≤ b from  a ≤ X ≤ b

X can take values which lie in the range [a,b]

E(x) = x P(x)

Let ,

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