概率论与数理统计 (Spring 2023)/Problem Set 4

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Assumption throughout Problem Set 4

Without further notice, we are working on probability space [math]\displaystyle{ (\Omega,\mathcal{F},\mathbf{Pr}) }[/math].

Without further notice, we assume that the expectation of random variables are well-defined.

The term [math]\displaystyle{ \log }[/math] used in this context refers to the natural logarithm.