20.21. Suppose that the sequence (X) is fundamental in probability in the sense that for e positive there exists an N such that P[IX-X|>e] N. (a) Prove there is a subsequence (X) and a random variable X such that lim XX with probability 1. Hint: Choose increasing n such that P[IX-X,>2-k]<2-k for m, nzn. Analyze P[IX-Xn>2-k]. (b) Show that X₁ →p X.
20.21. Suppose that the sequence (X) is fundamental in probability in the sense that for e positive there exists an N such that P[IX-X|>e] N. (a) Prove there is a subsequence (X) and a random variable X such that lim XX with probability 1. Hint: Choose increasing n such that P[IX-X,>2-k]<2-k for m, nzn. Analyze P[IX-Xn>2-k]. (b) Show that X₁ →p X.
Calculus: Early Transcendentals
8th Edition
ISBN:9781285741550
Author:James Stewart
Publisher:James Stewart
Chapter1: Functions And Models
Section: Chapter Questions
Problem 1RCC: (a) What is a function? What are its domain and range? (b) What is the graph of a function? (c) How...
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