=+6.6. Prove Cantelli's theorem: If X1, X ,, ... are independent, E[ X ,, ] = 0,
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=+6.6. Prove Cantelli's theorem: If X1, X ,, ... are independent, E[ X ,, ] = 0, and E[ X4]
is bounded, then n-'S ,, - 0 with probability 1. The X ,, need not be identically distributed.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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