Let {X n ,n = 1, 2,} and {Y n ,n = 1, 2,} be two sequences

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Let {Xn,n = 1, 2,⋯} and {Yn,n = 1, 2,⋯} be two sequences of random variables, defined on the sample space S. Suppose that we knowLT Xn X, L" Y. Yn

Prove that Xn +Yn Lr→ X +Y . You may want to use Minkowski's inequality which states that for two random variables X and Y with finite moments, and 1 ≤ p

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