Probability sheet 4

Here is a sketch of problem 10 on sheet 4. The convergence question that came up in the tutorial is clarified in an elementary way.

Added: Towards the end of the document, I should have stated that S_N is a Riemann sum for the integral with mesh size 2^{-N+1}, Since this goes to zero and we are integrating a continuous function, we get convergence of the sum to the integral.

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