Let X 1 , X 2 , X 3 , be independent random variables, where X
Question:
Let X1, X2, X3, ⋯ be independent random variables, where Xn ∼ Bernoulli (1 n) for n = 2, 3,⋯. The goal here is to check whether Xn a.s.→ 0.
1. Check that
2. Show that the sequence X1, X2, . . . does not converge to 0 almost surely using Theorem 7.6
Transcribed Image Text:
∞ Σx=₁ P(|X₂| > €) = ∞. n=1
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1 We first note that for 0 1 we have 2 To use Theorem 76 we define Note that for 0 1 we hav...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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