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Let {an} be a sequence of positive numbers satisfying 22:1 an = 1 and let {Pu} be a sequence of probability measures on a common

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Let {an} be a sequence of positive numbers satisfying 22:1 an = 1 and let {Pu} be a sequence of probability measures on a common measurable Space. Dene P 2 22:1 anPn. (a) Show that P is a probability measure. (b) Show that P\" 1 and an is proportional to n_"'. "

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