Let {Xn} be iid random variables on R and suppose X₁ is not de- (constant) and EX² < ∞. Let Sn = 1 Xj. Show that terministic for any M

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Let {Xn} be iid random variables on R and suppose X₁ is not de-
(constant) and EX² < ∞. Let Sn = Σ=1 Xj. Show that
P(|Sn| ≤ M) → 0
terministic
for any M
as no.
Transcribed Image Text:Let {Xn} be iid random variables on R and suppose X₁ is not de- (constant) and EX² < ∞. Let Sn = Σ=1 Xj. Show that P(|Sn| ≤ M) → 0 terministic for any M as no.
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