Let $\mathbb E X$ exists and $X_n : X_n$ non-negative and $X_n \to^P X$ . How to show, that $\mathbb E X_n \to \mathbb E X \iff \mathbb E |X_n - X| \to 0$?
2026-03-29 19:27:05.1774812425
Convergence in probability of non-negative random variable and expectation
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