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 μν2δ\|\mu-\nu\| \le 2\delta if and only if there are random variables XX and YY with distributions μ\mu and ν\nu so that P(XY)δP(X \ne Y) \le \delta.

The first inequality should read μνδ\|\mu-\nu\| \le \delta.