Consider a sequence of?n?Bernoulli trials, where in the?i?th trial, for?i?=?1, 2, . . . ,n, success occurs with probability?pi?and failure occurs with probability?q_i = 1 ? p_i. Let X be the random variable describing the total number of successes, and let ? = E [X]. Show that for r ? 0,

Prove that

Then follow the outline of the proof of Theorem C.8, using this inequality in place of inequality (C.45).

Transcribed Image Text:

Р:ечdi + qie аpі ea²/2.