Random variable: Difference between revisions

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Miguel~enwiki (talk | contribs)
m =Equivalence=
Miguel~enwiki (talk | contribs)
m =Equivalence of random variables=
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Two random variables ''X'' and ''Y'' are ''equal in p-th mean'' if the ''p''th moment of |''X''-''Y''| is zero, that is,
:<math>E\bigl[|X-Y|^p\bigr]=0.</math>
Equality in ''p''th mean implies equality in ''q''th mean for all ''q''<''p''.