Question: 12. Let X be a random variable which takes values in the interval [M, M] only. Show that P(|X| a) E|X| a

12. Let X be a random variable which takes values in the interval [−M, M] only. Show that P(|X| ≥

a)

E|X| − a M − a if 0 ≤ a < M.

13. Show that Xn →0 in probability if and only if E



|Xn|

1 + |Xn|



→ 0 as n → ∞.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Elementary Probability For Applications Questions!