limsup in probability
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Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)
Is there any way to prove (or any conditions under which) that:
log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)
real-analysis probability-theory probability-distributions
add a comment |Â
up vote
-1
down vote
favorite
Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)
Is there any way to prove (or any conditions under which) that:
log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)
real-analysis probability-theory probability-distributions
add a comment |Â
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)
Is there any way to prove (or any conditions under which) that:
log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)
real-analysis probability-theory probability-distributions
Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)
Is there any way to prove (or any conditions under which) that:
log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)
real-analysis probability-theory probability-distributions
asked 6 mins ago
Prat
1
1
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