4. Law of Large Numbers Let X1, X2,… be independent Poisson random variables with mean A and Sn Show that X1++Xn. lim P n→∞ Sn t n ( Sm < 1) = { 1 1/ if > > t.

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4.
Law of Large Numbers
Let X1, X2,… be independent Poisson random variables with mean A and Sn
Show that
X1++Xn.
lim P
n→∞
Sn
t
n
( Sm < 1) = { 1 1/
if > <t,
0
if
> > t.
Transcribed Image Text:4. Law of Large Numbers Let X1, X2,… be independent Poisson random variables with mean A and Sn Show that X1++Xn. lim P n→∞ Sn t n ( Sm < 1) = { 1 1/ if > <t, 0 if > > t.
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