Question: For n = 1, 2,..., let Xn be r.v.s such that P (Xn = cn) = 1/n P (Xn = 0) = 1 - 1/n,

For n = 1, 2,..., let Xn be r.v.s such that P (Xn = cn) = 1/n P (Xn = 0) = 1 - 1/n, for some c > 0. Investigate whether or not these r.v.s are uniformly integrable?

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