State the Borel-Cantelli Lemma for independent sequences of events
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Question
![State the Borel-Cantelli Lemma for
independent sequences of events and use it to
prove the following.
(A1, A2, ...)
be an independent sequence
Let
of events. Prove that
P
An
n=1
n=1](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ffcb33567-33e8-4dec-8f1f-55a9170b9df1%2F22daa48d-bfa0-4a4b-9726-3bd47ef1ab12%2F9vy8n8b_processed.jpeg&w=3840&q=75)
Transcribed Image Text:State the Borel-Cantelli Lemma for
independent sequences of events and use it to
prove the following.
(A1, A2, ...)
be an independent sequence
Let
of events. Prove that
P
An
n=1
n=1
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