Let {Xn} be iid random variables on R and suppose X₁ is not de- (constant) and EX² < ∞. Let Sn = 1 Xj. Show that terministic for any M

College Algebra (MindTap Course List)
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Author:R. David Gustafson, Jeff Hughes
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Chapter8: Sequences, Series, And Probability
Section8.7: Probability
Problem 39E: Assume that the probability that an airplane engine will fail during a torture test is 12and that...
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Let {Xn} be iid random variables on R and suppose X₁ is not de-
(constant) and EX² < ∞. Let Sn = Σ=1 Xj. Show that
P(|Sn| ≤ M) → 0
terministic
for any M
as no.
Transcribed Image Text:Let {Xn} be iid random variables on R and suppose X₁ is not de- (constant) and EX² < ∞. Let Sn = Σ=1 Xj. Show that P(|Sn| ≤ M) → 0 terministic for any M as no.
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