Question: Solve the following: Let X1, X2, ... be random variables over the same probability space (0, A, P) having the same distribution function F(x). (Nothing

Solve the following:

Solve the following: Let X1, X2, ... be random variables over the

Let X1, X2, ... be random variables over the same probability space (0, A, P) having the same distribution function F(x). (Nothing else is assumed. ) Let Mn := maxisign |Xil. (a) Suppose that for some a > 0, f laadF(x) 0 and d > 0 lim P(n-(1/at=) | Mn] > 8) = 0. (b) Suppose that for some s > 0, f exp(s|x))dF(x) 0 lim P((bn logn) [Mn| > 8) = 0. Hint: Use the following Markov-like inequality. n P( max Xi > 1 = P( U1 {|Xil> >}) P(IXi > > = nP(|Xil > >). 1

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