Prove that under the conditions of the preceding problem, the requirement that (sum_{i=1}^{infty} p_{i} q_{i}=+infty) is sufficient

Question:

Prove that under the conditions of the preceding problem, the requirement that \(\sum_{i=1}^{\infty} p_{i} q_{i}=+\infty\) is sufficient not only for the integral theorem but for the local theorem as well.

Preceding Problem:

The probability of occurrence of an event \(A\) in the \(i\) th trial is equal to \(p_{i} ; \mu\) is the number of occurrences of \(A\) in \(n\) independent trials. Prove that

\[
\mathbf{P}\left\{\frac{1-\sum_{k=1}^{n} p_{k}}{\sqrt{\sum_{i=1}^{n} p_{i} q_{i}}}\]

if and only if \(\sum_{i=1}^{\infty} p_{i} q_{i}=\infty\).

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Related Book For  book-img-for-question

Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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