Question: .3. in [ms prooiem let A1, 212, A3, . . . be a sequence or random variables that are not necessaruy identically distributed. However, assume

 .3. in [ms prooiem let A1, 212, A3, . . .

be a sequence or random variables that are not necessaruy identically distributed.

.3. in [ms prooiem let A1, 212, A3, . . . be a sequence or random variables that are not necessaruy identically distributed. However, assume that (a) All the random variables in the sequence have the same nite mean m. (b) There exists a number M1 > 0, such that Var(Xg-) 5 M1 for all 3'. (c) There exists a number M2, such that Cov(X, X3) 5 M2 for all 2' andj with 2' 75 j. Show that the weak law of large numbers (W'LLN) holds in each of the following cases: (a) The random variables X1, X2, X 3, . . . are independent. (b) For k 2 2 each random variable X k depends on Xk_1 and X H1, but is independent of all the other random variables in the sequence. Assume that X 1 depends only on X 2. (c) The random variables are not independent, but it is known that M2

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