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Konstantinos Makantasis edited untitled.tex
over 8 years ago
Commit id: 4a31bd634e9d0d7b7855da252a88e4096c6df591
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\begin{equation}
P(A_1) \leq P \bigg \{ \frac{1}{l}\sum_{i=1}^{l}Q(z_1, a^*) - \int Q(z,a^*)dF(z) > \frac{\epsilon}{2} \bigg \} \xrightarrow[l \rightarrow \infty]{} 0.
\end{equation}
The RHS
convergencejis convergence is valid due to the Law Of Large Numbers ($a^*$ is fixed).
For bounding the probability of $A_1$ event we did not consider that uniform one-sided convergence takes place. We just used the law of large numbers.