Problem 2 1 (continuity of probability) For any sequence of events A 1 , A 2 , A 3 , , prove P ( i
= 1 A i ) = lim n P ( i = 1 n A i ) P ( i = 1 A i ) = lim n P ( i = 1 n A i ).
Problem 21 (continuity of probability) For any sequence of events A1-A.pdf
1. Problem 2 1 (continuity of probability) For any sequence of events A 1 , A 2 , A 3 , , prove P ( i
= 1 A i ) = lim n P ( i = 1 n A i ) P ( i = 1 A i ) = lim n P ( i = 1 n A i )