would you help me how I can prove this sentence? please.

Printable View

- December 26th 2009, 06:58 AMrough19continuity of probability distribution
would you help me how I can prove this sentence? please.

- December 26th 2009, 07:42 AMMoo
Hello,

For the last inequality :

Consider

The sequence is increasing.

So (basic property of a measure/probability)

But

So we have

But . Thus

Finally,

(note : )

Does this help ?

For the first inequality, consider taking the compliment of the last inequality. - December 26th 2009, 07:49 AMrough19Absolutely.
Thank you so much.