Question: 4. In answering the two questions below, you do not need to derive the desired re- sults from the three axioms of probability. However, you

4. In answering the two questions below, you do not need to derive the desired re- sults from the three axioms of probability. However, you must name and state any theorems/results/inequalities that you are using in your proofs. (a) State and prove the Borel-Cantelli lemma. (b) Prove the Strong Law of Large Numbers in the following form: If X1, X2, . .. is a sequence of independent identically distributed RVs with mean u and EXI 1, then Sn a.5, u as n -+ 0. n You can take for granted that, for some c

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