Explore BrainMass

Explore BrainMass

    Borel Cantelli Lemma Application

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    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.)

    © BrainMass Inc. brainmass.com June 4, 2020, 4:31 am ad1c9bdddf


    Solution Summary

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