Borell-Cantelli Lemma application
Let $X$ be a uniform random variable on $[0,1]$ and consider the events
$$A_n=\lbrace X\leq \frac{1}{2}+\frac{1}{n}\rbrace, n=1,2,...$$
(a) Compute $\limsup_{n\rightarrow \infty} A_n$.
(I am not great with limsup, so my main question is exacty how to find and justify this answer. My guess is 1/2 but I am not confident.)
(b) Explain why or why not the first Borel-Canteli Lemma can be used to compute $P\lparen \limsup_{n\rightarrow \infty} A_n \rparen=P(A_n i.o.)$ in this example.
(c) Explain why or why not the second Borel-Canteli Lemma can be used to compute $P\lparen \limsup_{n\rightarrow \infty} A_n \rparen=P(A_n i.o.)$ in this example.
Ian Dumais
58
Answer
Answers can only be viewed under the following conditions:
- The questioner was satisfied with and accepted the answer, or
- The answer was evaluated as being 100% correct by the judge.
Martin
1.5K
The answer is accepted.
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- answered
- 642 views
- $10.00
Related Questions
- Finding the probability that a roughly normal distributed will have the highest value among multiple curves
- Product of Numbers from a Log Normal Distribution
- What is the probability that the last person to board an airplane gets to sit in their assigned seat?
- There are 12 people in a room, where each person holds a card with a 2-digit number. What is the probability that there are at least two people holding cards with identical numbers
- Probability that the distance between two points on the sides of a square is larger than the length of the sides
- Operational Research probabilistic models
- Find the maximum likelihood estimate
- What are the odds of at least k same outcomes in n independent trials, each with x equally likely outcomes?