If X 1¦ X n are i.i.d. r.v.s with ÉX 1 = μ R and Ï 2
Question:
N(0,1) Where
Show that
Does not converge in probability as n
Set Yn = (Sn nμ)/Ïn and show that, as n , (Yn) does not converge mutually in probability by showing that [Y2n - Yn] does not converge in probability to 0.
Transcribed Image Text:
Sn-nu > Z ~ o yn n-00
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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