Question
Let (Z) be a sequence of random variables on (2.F.P). Suppose that Z, Z and for all w 2 and ne N. Z,(w) >
Let (Z) be a sequence of random variables on (2.F.P). Suppose that Z, Z and for all w 2 and ne N. Z,(w) > 0, Z(w) > 0. dist (a) Show that log Zilog Z. [Note that because log is only continuous on (0,00), Continuous Mapping Theorem as stated in the lecture note is not directly applicable.] (b) Deduce that, under the same assumptions as Question 2. dist X+YX+a.
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a Since Z and Z are both positive random variables we can write their logarithms as logZ logZ 1 and ...Get Instant Access to Expert-Tailored Solutions
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