Appendix A

Results From Analysis and Probability

A.1 Some Important Results in Integration Theory

Theorem A.1.1

Lebesgue Dominated Convergence

Let { fn}be a sequence of integrable functions on Xsi1_e. If

(i) limnfn(x)=f(x)si2_e a.e. in Xsi1_e, that is, for all xSsi4_e where Sdx=0, and

(ii) there is an integrable function g on X such that | fn(x)|≤ g(x) for all ...

Get Theory and Methods of Statistics now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.