Question: 21. In each case below, determine whether the random variable sequence f g Yn converges in probability and/or in mean square, and if so, define
21. In each case below, determine whether the random variable sequence f g Yn converges in probability and/or in mean square, and if so, define what is being converged to.
(a) Yj ¼ ð Þ j þ 5 1 Pj i¼1 Xi for j ¼ 1; 2; 3; ... ;
Xi 0
s iid BernoulliðpÞ
(b) Yj ¼ j
1 P j
i¼1
ð Þ Xi l 2 for j ¼ 1; 2; 3; ... ;
Xi 0
s iid PoissonðlÞ
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