(4) w e suppose j is a measure, f E L1(μ),dom(f)-R, f 0 and EnaER: f(x) 2 n). a) Prove that limn-...
(1) Let 0 0O | f(x) dx +ynf(n). 1(f)= Show that I K(R)R is a well-defined positive linear functional. Then find a regular Borel measure μ such that 1(f)-Jfd,1 for every f K(R). (1) Let 0 0O | f(x) dx +ynf(n). 1(f)= Show that I K(R)R is a well-defined positive linear functional. Then find a regular Borel measure μ such that 1(f)-Jfd,1 for every f K(R).
Q3 (Prove that P∞ k=1 1/kr < ∞ if r > 1) . Let f : (0,∞) → R be a twice differentiable function with f ''(x) ≥ 0 for all x ∈ (0,∞). (a) Show that f '(k) ≤ f(k + 1) − f(k) ≤ f '(k + 1) for all k ∈ N. (b) Use (a), show that Xn−1 k=1 f '(k) ≤ f(n) − f(1) ≤ Xn k=2 f '(k). (c) Let r > 1. By finding...
(12) Suppose that f: [0, o0) - (0, 00) and that f e R((0, n]), for every n E N. Prove that f is Lebesgue measurable, the Lebesgue integral Jo.0)f dA exists, and f dA [0,00) lim f (x)dx noo (12) Suppose that f: [0, o0) - (0, 00) and that f e R((0, n]), for every n E N. Prove that f is Lebesgue measurable, the Lebesgue integral Jo.0)f dA exists, and f dA [0,00) lim f (x)dx noo
Please explain very carefully! 4. Suppose that x = (x1, r.) is a sample from a N(μ, σ2) distribution where μ E R, σ2 > 0 are unknown. (a) (5 marks) Let μ+σ~p denote the p-th quantile of the N(μ, σ*) distribution. What does this mean? (b) (10 marks) Determine a UMVU estimate of,1+ ơZp and justify your answer. 4. Suppose that x = (x1, r.) is a sample from a N(μ, σ2) distribution where μ E R, σ2 >...
(Exponential martingales) Suppose O(t,w) = (01(t, w),...,On(t,w)) E R" with Ox(t,w) E VIO, T] for k = 1,..., n, where T < 0o. Define 2. = exp{ jQ1, wydBlo) – 4 640,w.do}osist where B(s) ER" and 62 = 0 . 0 (dot product). a) Use Ito's formula to prove that d24 = 2:0(t,w)dB(t). b) Deduce that 24 is a martingale for t <T, provided that Z40x(t,w) € V[O,T] for 1 sk sn.
(14.3) Suppose that f()-OP0cman for z E C. Prove that, for all R. where ) n=0 (14.3) Suppose that f()-OP0cman for z E C. Prove that, for all R. where ) n=0
(12) Suppose that f [0, oo) - [0, o0) and that f E R(0, n), for every n E N. Prove that f is Lebesgue measurable, the Lebesgue integral So.o)dexists, and f dA f (x)dax lim -- noo 0,00)
1. Suppose that N is finite and suppose that we have a probability mass function f on N. For this problem assume that for all w EN we have f(w) > 0. Consider the vector space 12(12) consisting of all functions 6:1 + R, and also equip the vector space with the inner-product (9, 4) = $(w)*(w)f(w). WEN Suppose that we have a function X : 2 + R. Let X = {x ER : JW EN, s.t. X(w) =...
#4 (4) Use the Box-sum criterion to prove that if f is integrable on [a, b] and is also integrable on |b,e, then f is integrable on la, e) and Je fdr- o fdz+ (5) Suppose that (r) 2 0 and is continuous on a, b). Prove that if f - 0, then f(x) = 0 for all x E a,b]. Hint: Assume to the contrary that there is some r E [a, b] where f(x) > 0. What can...
Please do exercise 129: Exercise 128: Define r:N + N by r(n) = next(next(n)). Let f:N → N be the unique function that satisfies f(0) = 2 and f(next(n)) =r(f(n)) for all n E N. 102 1. Prove that f(3) = 8. 2. Prove that 2 <f(n) for all n E N. Exercise 129: Define r and f as in Exercise 128. Assume that x + y. Define r' = {(x,y),(y,x)}. Let g:N + {x,y} be the unique function that...