Question: For n = 1, 2,¦, suppose that X n and X are r.v.s defined on the probability space (W, A , P ), and suppose

Forn= 1, 2,€¦, suppose thatXnandXare r.v.s defined on the probability space (W,A,P), and suppose that

Xn п>00

And {Xn} are uniformly integrable. Then show that

For n = 1, 2,..., suppose that Xn and X

Uniformly in A ÃŽ A.

Xn >00

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