Exercise 3.6.2 of Durrett’s Probability: Theory and Examples, 4th edition is
Show that if and only if there are random variables and with distributions and so that .
The first inequality should read .
Exercise 3.6.2 of Durrett’s Probability: Theory and Examples, 4th edition is
Show that if and only if there are random variables and with distributions and so that .
The first inequality should read .