Prove Theorem 5.5.13; that is, show that a. Set e = |x - | and show that if x > , then P(Xn x)

Prove Theorem 5.5.13; that is, show that

a. Set e = |x - μ| and show that if x > μ, then P(Xn ‰¤ x) > P(|Xn - μ| ˆˆ). Deduce the => implication.
b. Use the fact that {x : |x - μ >ˆˆ} = {x : x - μ. ˆˆ} to deduce the (See Billingsley 1995, Section 25, for a detailed treatment of the above results.)

0 if