Let (left{X_{n}ight}_{n=1}^{infty}) be a sequence of random variables where (X_{n}) is an ExPo(operatorname{NENTIAL}left(theta+n^{-1}ight)) random variable for all

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Let \(\left\{X_{n}ight\}_{n=1}^{\infty}\) be a sequence of random variables where \(X_{n}\) is an ExPo\(\operatorname{NENTIAL}\left(\theta+n^{-1}ight)\) random variable for all \(n \in \mathbb{N}\) where \(\theta\) is a positive real constant. Let \(X\) be an \(\operatorname{Exponential}(\theta)\) random variable. Prove that \(X_{n} \xrightarrow{d} X\) as \(n ightarrow \infty\).

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