The probability of occurrence of an event (A) in the (i) th trial is equal to (p_{i}

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The probability of occurrence of an event \(A\) in the \(i\) th trial is equal to \(p_{i} ; \mu\) is the number of occurrences of \(A\) in \(n\) independent trials. Prove that

\[ \mathbf{P}\left\{\frac{1-\sum_{k=1}^{n} p_{k}}{\sqrt{\sum_{i=1}^{n} p_{i} q_{i}}}

if and only if \(\sum_{i=1}^{\infty} p_{i} q_{i}=\infty\).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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