Im struggling with the following:
Define $Y$ = max(-(X+A), 0) where X and A are random variable, and $E$[X] > 0 and $E$[A] >= 0 How can I prove that $E$[Y] is always smaller or equal to 0?
Thanks in advance, James
Im struggling with the following:
Define $Y$ = max(-(X+A), 0) where X and A are random variable, and $E$[X] > 0 and $E$[A] >= 0 How can I prove that $E$[Y] is always smaller or equal to 0?
Thanks in advance, James
You cannot.
Evidently we have $Y\geq0$ and consequently $\mathbb EY\geq0$.