=+. By Theorem 5.3, for any prescribed sequence of probabilities p .,, there exists (on some space)
Question:
=+. By Theorem 5.3, for any prescribed sequence of probabilities p .,, there exists
(on some space) an independent sequence of events A ,, satisfying P(A ,, ) =P ,.
Show that if p ,, - + 0 but Ep ,, = , this gives a counterexample (like Example 5.4)
to the converse of Theorem 5.2(ii).
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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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