Prove Theorem 5.5.13; that is, show that a. Set e = |x - | and show that
Question:
a. Set e = |x - μ| and show that if x > μ, then P(Xn ‰¤ x) > P(|Xn - μ| ˆˆ). Deduce the => implication.
b. Use the fact that {x : |x - μ >ˆˆ} = {x : x - μ. ˆˆ} to deduce the (See Billingsley 1995, Section 25, for a detailed treatment of the above results.)
Transcribed Image Text:
0 ifェ<μ P(x, S z) →{ “ Pax,-a»e) → 0 for every ε
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