Errata: Durrett, Exercise 3.6.2

May. 16, 2015

Exercise 3.6.2 of Durrett’s Probability: Theory and Examples, 4th edition is

Show that μ − ν∥ ≤ 2δ if and only if there are random variables X and Y with distributions μ and ν so that P(XY) ≤ δ.

The first inequality should read μ − ν∥ ≤ δ.