=+ (a) Suppose that d1, d2 ,... are positive and Ex- , di -, that s, 2
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(a) Suppose that d1, d2 ,... are positive and Ex- , di -, that s, 2 522 "≥
0 and lim , Sx = 0, and that DR_ s&dx = 1. Let & be the convex polygon whose successive sides have slopes -s1, - s2, ... and lengths d1, d2 ,... when pro-
jected on the horizontal axis: « has value 1 - Ef _, s,d, at t, =
d, + . . . +di. If s„ =0, there are in effect only n sides. Let (t) =(1-[2])h- 1,1)(t) be the characteristic function in the last line in the table on p. 348, and show that (!)
is a convex combination of the characteristic functions g(t/t) and hence is itself a characteristic function.
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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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