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.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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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.
Transcribed Image Text: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.
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