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

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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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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:29 AM

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

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For M 0 we have Then sup M0 XnM X n dP c so th...View the full answer

An Introduction to Measure Theoretic Probability

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