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Q138Section III (Statistics)138 of 190

As printed the double intersection is not a tail event; read as lim inf⁡An\liminf A_n it is

Let {Xn}\{X_n\} be a sequence of independent random variables. Define An=[Xn≥n−1]A_n=[X_n\ge n^{-1}]. Let E=⋂n=1∞⋂k=n∞AkE=\bigcap_{n=1}^\infty\bigcap_{k=n}^\infty A_k. Then which of the following is always correct?

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