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