10. Suppose {Xn, n ≥ 1} are independent random variables. Show P[sup Xn <∞0] = 1 n iff ΣP[Xn > M] < 0o, for some M. n

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10. Suppose (Xn, n ≥ 1} are independent random variables. Show
P[sup Xn <∞0] = 1
n
iff
ΣP[Xn > M] <
> M]
n
<∞o, for some M.
Transcribed Image Text:10. Suppose (Xn, n ≥ 1} are independent random variables. Show P[sup Xn <∞0] = 1 n iff ΣP[Xn > M] < > M] n <∞o, for some M.
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