Past exam of the mathematics course of the University of Cambridge 2014 ia Paper 2 4F Solution Created 2026-09-24 Updated 2026-10-06
Write the countable supports as and the marginal masses as . Independence gives joint mass . Assuming finite expected values, absolute integrability is justified by Tonelli theorem:Consequently Fubini's theorem permits factorization of the signed sum, proving the expectation of a product of independent random variables:
The second claim holds as a general assertion with the additional hypothesis that the positive variables are integer-valued. For a nonnegative integer-valued , the pointwise identity and Tonelli theorem give the tail-sum formulaIf each is integer-valued, their product is too. Apply this identity to each factor and to the product, then use independence:Under the literal broader meaning of a discrete random variable, the second claim is false. Two independent constants are positive and discrete, but the left side is and the right side is . More generally the integer-indexed tail sum of a positive real-valued variable is , not . This is the integer-valued hypothesis in the tail-sum formula.