 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-3/27j/b/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

0 < μ = E ξ_{1} < \infty

ξ_{1}

is the law of

ξ

defined by

E h (ξ) = \frac{E [ ξ _{1} h ( ξ _{1} )]}{μ}

for bounded measurable

h

. Equivalently,

P (ξ \in d x) = \frac{x}{μ} P (ξ_{1} \in d x) .

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