Let (Z) be a sequence of random variables on (2.F.P). Suppose that Z, Z and for...
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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. 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 ... View the full answer
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South Western Federal Taxation 2016 Corporations Partnerships Estates and Trusts
ISBN: 9781305399884
39th edition
Authors: James Boyd, William Hoffman, Raabe, David Maloney, Young
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