Question: For n = 1, 2,¦., let the r.v. X n be defined by e with probability 0 with probability 1-n-2. Xn -2

Forn= 1, 2,€¦., let the r.v.Xnbe defined by

e

Then show that

(i)

For n = 1, 2,...., let the r.v. Xn be

(Indeed)

For n = 1, 2,...., let the r.v. Xn be

(ii)

For n = 1, 2,...., let the r.v. Xn be

For any r > 0 (in fact,

For n = 1, 2,...., let the r.v. Xn be

For all r > 0.

e" with probability 0 with probability 1-n-2. Xn -2

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