Let the random variables X {\displaystyle X} and Y {\displaystyle Y} , defined on the same probability space, assume a finite or countably infinite set of finite values. Assume that E ⁡ [ X ] {\displaystyle \operatorname {E} [X]} is defined, i.e. min ( E ⁡ [ X + ] , E ⁡ [ X − ] ) < ∞ {\displaystyle \min(\operatorname {E} [X_{+}],\operatorname {E} [X_{-}])<\infty } . If { A i } {\displaystyle \{A_{i}\}} is a partition of the probability space Ω {\displaystyle \Omega } , then