Ex. 8.3

Ex. 8.3

Justify the estimate (8.50), using the relationship

Pr(A)=Pr(A|B)d(Pr(B)).
Soln. 8.3

From the relationship above, we have

Pr^Uk(u)=PrUk|Ul:lk(u)dPrUl:lk.

The integral is thus estimated by a law-of-large-number way to be

1Mm+1t=mMPr(u|Ul(t),lk).