1. (Boole's inequality) For a sequence of events A1, A2, ยทยทยท, show that P(โช[i=1 to โ] Ai) โค โ[i=1 to โ] P(Ai) holds.
2. Suppose that pmf of X is
f(x) = { 2^-x x=1, 2, ยทยทยท
{ 0 otherwise
Show that E[2^X] does not exist.
3. Let Sn ~ B(n, p). Show the WLLN by using the mgf of Xn = Sn/n.
4. Suppose that Fฮฑ(n, m) denotes the 100(1 - ฮฑ)th percentile of F(n, m) distribution. Show that 1 / Fฮฑ(n, m) = F[1-ฮฑ](m, n).
5. Suppose that T has t distribution with df=n. Show that T^2 has F(1, n) distribution.