Integrable random variable
= Integrable random variable
A real or complex <random variable> $X$ is integrable when $\mathbb E|X|<\infty$. Its <expected value> is then finite, and <conditional expectation> preserves integrability.
= Integrable random variable
A real or complex <random variable> $X$ is integrable when $\mathbb E|X|<\infty$. Its <expected value> is then finite, and <conditional expectation> preserves integrability.