=+33.15. 1 Now suppose that a and B are Lebesgue measure, that f(x) is positive, continuous, and
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=+33.15. 1 Now suppose that a and B are Lebesgue measure, that f(x) is positive, continuous, and bounded, and that g,(y) = e-(y-x) n/2 / 1/2/n. Thus the observation is distributed as the average of n independent normal variables with mean x and variance 1. Show that 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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