=+. 1 (a) Show by Theorem 37.8 that inf, ., Y, (u) and inf, , Z (u)

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=+. 1

(a) Show by Theorem 37.8 that inf, ., Y, (u) and inf, , Z (u) both converge in distribution to inf, <.<, W(u) for 0 ss st ≤ 1. Prove a similar result for the supremum.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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=+. 1 (a) Show by Theorem 37.8 that inf, ., Y, (u) and inf, , Z (u)

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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