=+This shows that the Etemadi and Ottaviani inequalities are of the same power for most purposes (as,
Question:
=+This shows that the Etemadi and Ottaviani inequalities are of the same power for most purposes (as, for example, for the proofs of Theorem 22.7 and (37.9)).
Etemadi's inequality seems the more natural of the two. Neither inequality can replace (9.39) in the proof of the law of the iterated logarithm.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
Question Posted: