For n = 1, 2,..., let Xn be identically distributed with ε Xn ( (. The show

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For n = 1, 2,..., let Xn be identically distributed with ε Xn ( (. The show that {Xn} are uniformly integrable, where
X, - ΣΧ, j=1

Is the sample mean of X1,..., Xn.

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