=+22.6. If X1, X2 ,... are independent and identically distributed, and if P[X, 2 0] = 1
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=+22.6. If X1, X2 ,... are independent and identically distributed, and if P[X, 2 0] = 1 and P[X] > 0] > 0, then E ,, X ,, = > with probability 1. Deduce this from Theorem 22.1 and its corollary and also directly: find a positive € such that X„ > c infinitely often with probability 1.
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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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