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    Borel Cantelli Lemma Application

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    Let X1, X2, and X3,... be independent identically-distributed Poisson (lamda) random variables. What is the value of P[Xn>n i.o.]? Does it depend on the value of lamda? (Be careful to justify your answer.)

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    This question demonstrates an application of the Borel-Cantelli lemma.

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