Unformatted text preview: Separate and staple each main part and return each in its designated folder. Problem 1 (14 pts). Let be a random variable and denote . Let
be independent and identically
(
)
∑
distributed random variables and denote
,
a. (8 points)
(i). Let be a real number. Prove that for each we have .
(ii). Show how to modify the LHS of the inequality so that it will hold,
with the same RHS, for
.
b. (6 points)
Let
(i). Calculate
(ii). Assume that
you can for Use part a to find the smallest upper bound that
. Ex...
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 Spring '12
 STAFF
 Probability, Probability theory

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