8. Show that, if {Xn, n ≥ 1) are independent random variables, thensup X < ∞a.s.nn=1P(Xn> A) < ∞ for some A.

Answered: Image /qna-images/answer/5ba6a9b6-41d7-4c3f-b54c-946b707b0ecd.jpg

Answered: 8. Show that, if {Xn, n ≥ 1) are…

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

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8. Show that, if {Xn, n ≥ 1) are independent random variables, then sup X < ∞ a.s. n n=1 P(Xn> A) < ∞ for some A.