A sequence of events {An, n 1} is said to be an increasing sequence if A1

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A sequence of events {An, n ≥ 1} is said to be an increasing sequence if A1⊂ A2⊂ ∙∙∙ ⊂ An⊂∙∙∙ whereas it is said to be decreasing if A1 ⊃ A2 ⊃∙∙∙⊃ An ⊃∙∙∙. If {An, n ≥ 1} is increasing sequence of events, then limn→1∞ An = ∪∞i=1 An Similarly, if {An, n ≥ 1} is decreasing sequence of events, then limn→1 An = ∩∞i = 1 An Show that if {An, n ≥ 1} is either an increasing or a decreasing sequence of events, then limn→∞ P (An) = P (limn→∞ An).
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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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