In the text, we noted thatwhen the Xi are all nonnegalivc random variables. Since an integ...

In the text, we noted that

when the Xi are all nonnegalivc random variables. Since an integral is a limit of sums, one might expect that

whenever X(t), , are all nonnegative random variables; this result is indeed true. Use it to give another proof of the result that for a nonnegative random variable X,

Now relate  to X.