Let {Xr: r≥ 1} be independent and identically distributed with distribution function F satisfying F(y)< 1 for all y, and let Y(y) = min{k: Xky). Show that lim P(Y(y) ≤ EY(y)) = 1 -e¯¹. y→∞

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 {Xr: r≥ 1} be independent and identically distributed with distribution function F satisfying
F(y)< 1 for all y, and let Y(y) = min{k: Xk > y}. Show that
lim P(Y(y) ≤ EY(y)) = 1-e-¹.
y→∞
Transcribed Image Text:Let {Xr: r≥ 1} be independent and identically distributed with distribution function F satisfying F(y)< 1 for all y, and let Y(y) = min{k: Xk > y}. Show that lim P(Y(y) ≤ EY(y)) = 1-e-¹. y→∞
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