Thread: Problem 1.9 View Single Post
#18
11-09-2018, 07:02 PM
 Ulyssesyang Junior Member Join Date: Nov 2018 Posts: 3
Re: Problem 1.9

Quote:
 Originally Posted by svend Here's my take on Problem 1.9, part(b), which is following the same lines as the description of MaciekLeks above. We have: Since is monotonically increasing in t. Also, is non negative for all t, implying Markov inequality holds: The last line being true since [math]x_n[\math] are independent. From there it directly follows that
I just think you should note that there are two expectations, one is based on e^su_n, while other is based on u_n. Of course, you can refer the law of unconscious statisticians to prove that both are same.