Re: Advanced Probability (math or stat majors probably only need apply
I'm sure you know we can't give you a proof, just point you in a direction that might be fruitful......
the product of the P_i is zero iff the sum of the logs of the P_i goes to -infinity.
Can you say anything about this sum?
There are some handy bounds above and below on the value of log(1+x) for sufficiently small x.
|