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Let P, Q be probability measures and (Pn)n1, (Qn)n1 two sequences of probability measures on a measurable space (X,B). (a) Show that P Q
Let P, Q be probability measures and (Pn)n1, (Qn)n1 two sequences of probability measures on a measurable space (X,B). (a) Show that P Q if and only if P < < < Q. (b) Show that if the total variation distance ||Pn - Qn || TV n , then Pn
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