=+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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