Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-224/3/b/solution
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 224 3 b Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
Define the closed setIt does not contain . Since the probability simplex is compact, has full support, and Kullback-Leibler divergence is continuous and vanishes only at ,The event in the question is exactly . The upper-bound half of Sanov theorem gives probability at most a polynomial factor times , which tends to zero. This proves the weak law of large numbers.
New to topics? Read the docs here!