Question: Please solve the following question, and clearly write down the answers with steps. Don't copy others' answer. Thank you! Problem 3 (20p). Let {Xi, Y,

Please solve the following question, and clearly write down the answers with steps. Don't copy others' answer. Thank you!

Please solve the following question, and clearly write down the answers with

Problem 3 (20p). Let {Xi, Y, | i c N} be an independent collection of random variables on a probability space (0, F, P), each of which has the uniform distribution on [0, 1]. Let f : [0, 1] -> [0, 1] be continuous, and for each i c N set A, := {f(X.) > Y}EF and Z; :=1A,. Show that Zi a.8. f(x)dr as n -> 00

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