Let {an} be a sequence of positive numbers satisfying 2n-1 an = 1 and let {Pn} be a sequence of probability measures on

[answerhappygod]

Let An Be A Sequence Of Positive Numbers Satisfying 2n 1 An 1 And Let Pn Be A Sequence Of Probability Measures On 1 (27.96 KiB) Viewed 97 times

Let {an} be a sequence of positive numbers satisfying 2n-1 an = 1 and let {Pn} be a sequence of probability measures on a common measurable space. Define P = (n=1 anPn.
dPn. = (b) Show that Pn «v for all n and a measure v if and only if P «V and, when P Kv and v is o-finite, du 2n=1 an (c) Derive the Lebesgue p.d.f. of P when Pn is the gamma distribution T(a, n-1) (Table 1.2) with a > 1 and an is proportional to n-a. dv
Gamma p.d.f. [(abyaza-le-2/17(0,00) (2)