Define the an:i and bnij as in (3.35). Show that
an:i = i ³ n i ´ Z R1 x[F0(x)]i−1 [1 − F0(x)]n−i dF0(x),
for every i = 1,... ,n,n ≥ 1. Show that the an:i ’s all exist whenever IEF0 (X) exists. What happens when IEF0 |X| α <><><><><><>
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