=+ (a) Show for k 1 that P,[m: @x (m) -8(m) >k] 1/pk+1; hence E
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(a) Show for k ≥ 1 that P,[m: @x (m) -8(m) >k] ≤ 1/pk+1; hence E ,, [a -
8,]≤2/p2.
(b) Show that E,[G - g] is bounded.
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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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