Probability Question
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Let X be a standard exponential random variable, so for any non-negative Borel function f : R → R,
E(f(X)) = $\int_{0}^{\infty } f(x)\cdot e^{-x} dx$. Let φn : R → R be given by φn(x) = $\cos(\frac{x}{n}) \cdot(1+\frac{x}{n^2})^n$ for all x ∈ R. Show that lim n→∞ E(φn(X)) = 1.
Hint: for all real numbers x, $1 + x $ ≤ $e^x$ by convexity of the exponential function.
L Ellis
Answer
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Erdos
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You should set later deadlines for your questions. A few hours is too early. Ideally you wanna give at least 24 hours if possible.
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I agree, but I'm in a bit of a crunch unfortunately!
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I am busy at the moment, but If you extend the deadline of your other question I may be able to help. You may also want to offer higher bounties to give users more incentive to accept.
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I can't extend unfortunately, the deadline is quite soon
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Thanks for the rest, though!
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