=+Let Y = S,/ovn and Z - (S, - Slogn)/ovn, and take 9 to consist of the
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=+Let Y = S,/ovn and Z - (S, - Slogn)/ovn, and take 9 to consist of the sets of the form [(X] ,..., X, ) € H], k ≥ 1, H € 9k. Prove successively:
(a) P[Y, ≤x] - P[N ≤x].
(b) P[Y ,, - Z ,, 1 2 €] -> 0.
(c) P[Z ,, ≤x] -P[N ≤x].
(d) P(En[Z ,, ≤x]) - P(E)P[N ≤x] for E = 9.
(e) P(En[Z, ≤x])- P(E)P[N ≤x] for E€ 9.
(f) Po[Z, ≤x] - P[N ≤x].
(g) PIIY ,, - Z ., 1 2 €] -> 0.
(h) P_[Y ,, ≤x] - P[N ≤x].
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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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