Question: Exercise 8.9 Let Z1, Z2, . . . be a sequence of random variables which converges to the random variable Z in mean square. Show

Exercise 8.9 Let Z1, Z2, . . . be a sequence of random variables which converges to the random variable Z in mean square. Show that aZn + b → aZ + b in mean square as n → ∞, for any real numbers a and b.

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