Question: Answer the quesiton and give steps, thank you! Problem 2 (20p). Let X : 0 -> R be a random variable on a probability space

Answer the quesiton and give steps, thank you!

Answer the quesiton and give steps, thank you! Problem 2 (20p). Let

Problem 2 (20p). Let X : 0 -> R be a random variable on a probability space (0, F, P) that is distributed according to the normal distribution with mean / ( R and variance o > 0. Let M > 0 and show that lim P({X] > cheMe = 0

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