Let X 1 ,¦, X n be independent identically distributed (i.i.d.) r.v.s defined on the probability space
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Then show that
is a r.v. That is, although Dn(Ã) is arrived at through non-countable operations, it is still a r.v.
Define
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Fn(x, w) = -[number of X1(@), ..., X„(@) < x], п
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Consider the quantities D n D n D n and y i i 1 n mentioned in the hint ...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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