(i) For any r.v. X, show that P(|X| ( c) ( |X|/c (c > 0), by...
Question:
(ii) For any r.v. X and any c > 0, show that
P(X ( c) ( e-tc εetX (t > 0), P(X ( c) ( e-tc εetX (t < 0).
(iii) If εX2 < (, the show that P(|X| > 0) ( (ε|X|)2 / εX2. In particular, if X ( 0, then P (X > 0) ( (εX)2 / εX2.
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i From X cI X c we get X cP X c so that PX c Xc The special case is immediate ii ...View the full answer
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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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