If x (7.12) and x/n 0 show that P{xn < Sn < xn + a/x} ~(1-e)P{Sn >
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If x (7.12) and x/n 0 show that P{xn < Sn < xn + a/x} ~(1-e)P{Sn > xn}. In words: The conditional probability of the event {S, x + a/x} given that Snxn tends to ea. (A weaker version of this theorem was proved by Khintchine.)
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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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