Let In be integrable and supn J fndu < 0. If fn T f, prove that f is integrable and f fndu S fdu. Hints: a) 0 < (fn - fi) ↑ (f – fi). Apply the MCT. b) Let g = f- fiı. Then gdu = lim, S(fn- fi)du < sup, S(fn- f1)du. Show this implies g is integrable. c) Then g+ fi = f is integrable. %3D

A First Course in Probability (10th Edition)
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ISBN:9780134753119
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Chapter1: Combinatorial Analysis
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2) 16.9: Let fn be integrable and supn fndu < o. If fn ↑ f, prove that f is
integrable and fndu S fdu.
Hints: a) 0 < (fn – fi) ↑ (f – fi). Apply the MCT.
b) Let g = f- fı. Then gdu = lim, f(fn- fi)du < supn S(fn- fı)dµu. Show this
implies g is integrable.
c) Then g + fi = f is integrable.
Transcribed Image Text:2) 16.9: Let fn be integrable and supn fndu < o. If fn ↑ f, prove that f is integrable and fndu S fdu. Hints: a) 0 < (fn – fi) ↑ (f – fi). Apply the MCT. b) Let g = f- fı. Then gdu = lim, f(fn- fi)du < supn S(fn- fı)dµu. Show this implies g is integrable. c) Then g + fi = f is integrable.
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