Exercise 11. Let P be a probability on (R, B(R)). P is called tight if for any e > 0, there is a compact set KCR such that P(K) < e. (a) For n N, show that [-n, n] is compact (under the metric d(y, z) = y - z for (b) y, z E R). Show that P is tight.

Algebra & Trigonometry with Analytic Geometry
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ISBN:9781133382119
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Chapter9: Systems Of Equations And Inequalities
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Exercise 11. Let P be a probability on (R, B(R)). P is called tight if for any e > 0, there is a
compact set KCR such that P(Kº) < E.
(a)
For n N, show that [-n, n] is compact (under the metric d(y, z) = |yz| for
y, z € R).
(b)
Show that P is tight.
Transcribed Image Text:Exercise 11. Let P be a probability on (R, B(R)). P is called tight if for any e > 0, there is a compact set KCR such that P(Kº) < E. (a) For n N, show that [-n, n] is compact (under the metric d(y, z) = |yz| for y, z € R). (b) Show that P is tight.
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