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

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

Then show that

(i)

(Indeed)

(ii)

For any r > 0 (in fact,

For all r > 0.

Transcribed Image Text:

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