Let X n , n ¥ 1, be independent r.v.s distributed as B (1, Ï ), and
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Then show that
And
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n- ΣΕ Χ, . Ξ X,
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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