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Let P be a probability on R. Prove that for every e > 0 there is a compact set K such that P(K) > 1 -ɛ.

Let P be a probability on R. Prove that for every e > 0 there is a compact set K such that P(K) > 1 -ɛ.

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Let P be a probability on R. Prove that for every e > 0 there is a compact set K such that P(K) > 1 − ɛ.
Transcribed Image Text:Let P be a probability on R. Prove that for every e > 0 there is a compact set K such that P(K) > 1 − ɛ.
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