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Find a random variable X such that E[X^n ] = 1/(n+1) for all natural numbers n.

Find a random variable X such that E[X^n ] = 1/(n+1) for all natural numbers n.

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Answer #1

Consider the probability space 0,11, 3, X , where {\cal B} is the Borel \sigma-algebra on 0, 1 and \lambda the Lebesgue measure. Let X be the random variable on 0,11, 3, X , defined by X(z) = r. Then for any natural number n we have

n+11

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