A converse to Kolmogorov's criterion. If o/k diverges, then there exists a sequence {X} of mutually independent
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A converse to Kolmogorov's criterion. If o/k diverges, then there exists a sequence {X} of mutually independent random variables with Var {X} = o for which the strong law of large numbers does not apply. Hint: Prove first that the convergence of P{\> en} is a necessary condition for the strong law to apply.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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