Skip to main content
3 of 3
added 4 characters in body
Michael Hardy
  • 1
  • 12
  • 85
  • 126

Сoincidence of discrete random variables

Let $\xi, \eta$ be a discrete random values and $\mathbb E| ξ |$, $\mathbb E | η | < +\infty$, and any value of these values ​​are accepted with a non-zero probability. How to prove that from $\mathbb E (ξ \mid η) ≥ η$, $\mathbb E (η \mid ξ) ≥ ξ$ follows $ξ = η$?

Lisa
  • 113
  • 4