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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Expectation of little o in probablity [closed]
If I have $Z=o_p(1)$ where $o_p$ is the little-o in probability. I'm interested in find some properties about $E(Z)$.
My first idea was
$E(Z)=E(Z (1_{Z>\varepsilon} + 1_{Z\leq\varepsilon}) ) \leq E …