Unformatted text preview: 1 ( Â· ) by Ïˆ ( Ïˆ âˆ’ 1 ( t ) ) = t for all t . Suppose { X i : i âˆˆ N } is a sequence of independent, identically distributed random variables for which Ïˆ(  X 1  ) is integrable. Show that P { Ï‰ :  X i (Ï‰)  â‰¥ Ïˆ âˆ’ 1 ( i ) for inÂ±nitely many i } = . (6.4) (Etemadi SLLN) UGMTP Problem 4.26. I would encourage you to work on this problem in groups of more than one student....
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 Spring '09
 DavidPollard
 Statistics, Probability, Probability theory, A1 A2 A3

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