Ot. reo oT) State and prove chebyShev's -theawm. Tf X us va seandom vauable wlth mean wand Vartan 2 sand << be othe standexd oeviat'on then for any positive constant Kk ‘the probability ws wot Least | - te thet X will -take on a Valus Lorthin kk standaxe dewistions of the mean 5 D PLIepLekeAJ eh ’ . -— #0 @) P(ix-pl eke) 2 Ie ka Proof s- Guven Eu) = whe Ele EW > E(x M)™ = fo BH) Foo dx lucke ptke = J G-mytoode + [ GH) *foode ek af Cx p)*Foode betke Het kee on ce Utke- co fle - Hy "foode oe a UK 22 Soe Br food + fies bofoo dc Bote in the Ast uimbepet dm and atntegreal me ke > tke aH Soke KH > Ke np Re 2 Gnpe keen poke = ‘| Peto + fe fon dx a poke Rte aos - 2 KB C [tends + ffeode eae ak P Lrg wk] + PLe 2 peek) > 0 Ce-p Ska) 4+PCeH Ee RA-J | tb 2 PL | BkEgg + 2 P[te-al2k—] — PCpewlek-] 2n4 +-AAdeling 1 6-8: I- PC bene Ke J 2 Ih > Elen eke) 2 toh Hen froved . att O28. Prove that oy = Hiy — Hat we know Haus = ECR ma) (¥-ny)> ] ery = Kin may Err a) Cre] = EO) el) — py) ~ pr Ely) t Hx Hy = EGY) — he Hy — bx py + Baty oy ~ hin — HyHy Q3. Tf X&XY have a bivariots nexmal dist bution , the conditional density oY given’X=% us a nonmal dishibubion with the men hylx = Hat Poe (x- Hi) and 7 vosuan ct oye F crt?) Beoot } Uosutting eC ylX) = tows vin accordance us ith Hy X00" ane of, conditional deraity and Aetting w= x-H, Mz, to Simplify the notation , we get in ~ o> Re airpy Ee ~ Apuy +2] w(YlO = Ipas A Pe =r vane; | eo ne Cur apa 4 peur Hl es Neng VIP + (eetty™ aE moeThen , cxprevring this pusuld un tect af the oseginal a tes vosables , We obtain i yofmt PEC} fa w(yze) = te Ff = Sin i fe for -cox< yee and ut can be geen by amtpectiom that this 42 a normal density with mean byte = Kot fle (%- #1) and vauann = oy 1 DOL a1 Oy fet--the -tandom vesiables x 2Y fave “the jolt pal = e-$ O0 Bim (CI Xn-al< eye] non OL Lim PUImnn a BEDE 6 Noe XL 1 AD Ns 00Strong law of large No. lel x1) Ky be hid dtandom vestables colth a finite expected velar EU) © W<@ — olben Xp -2h5 w whee Xe XitXat -- TXr as» almost surely. Amosl Suva Comvengence ~ Consider a sequena of sandorn voru'ables Kis XayX3--° hed 8 dafined on an undlerlyting vanolon sample space S- led assume thal Suk a Finite seb, so S- Ts,,5,--- 3k By clefrntlion of. vanclom voruiables uve have Jon (60> Enid Ur Ud KR, TE sj 2% the outcome of -the exp. 1 We observe the Follousing seq: KI ayy nee Sina fF le ARE het af atmo. se st Convery. . i Almost sue Convergence vaurbles X,, Xan, --» Conveges A aequence of seanctom g Sdindom woouteblen. fF abrnost susaly (a:sy: Pf $eSt tim nls) =X} =! Rnt2o X