Consider a sequence (Xn)n21 of identically distributed random variables with the property that lim, xP(|X|> x) = 0. Show that max(X, X, Xn) 0
Consider a sequence (Xn)n21 of identically distributed random variables with the property that lim, xP(|X|> x) = 0. Show that max(X, X, Xn) 0 in probability. *****
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Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
