Let (x_{1}, x_{2}, ldots, x_{k}) be possible values of a random variable (xi). Prove that as (n

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Let \(x_{1}, x_{2}, \ldots, x_{k}\) be possible values of a random variable \(\xi\). Prove that as \(n \rightarrow \infty\)

(a) \(\frac{M \xi^{n+1}}{M \xi^{n}} \rightarrow \max _{1 \leqslant j \leqslant k} x_{j}\),

\[ \begin{equation*} \sqrt[n]{M \xi^{n}} \rightarrow \max _{1 \leqslant j \leqslant k} x_{j} \tag{b} \end{equation*} \]

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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