=+ (d) Show that P[S ,, - SalzeVa,] SP[Iv ,- a,lze3a,] +P max IS4 -S2,12eva ,. Ik-a,lse30,
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=+
(d) Show that P[S ,, - SalzeVa,] SP[Iv ,- a,lze3a,]
+P max IS4 -S2,12eva ,.
Ik-a,lse30, and conclude from Kolmogorov's inequality that the last probability is at most 2€a2.
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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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