Question: Generate i.i.d. X1, . . . , Xn distributed Exponential(5) and compute Mn when n = 20. Repeat this N times, where N is large

Generate i.i.d. X1, . . . , Xn distributed Exponential(5) and compute Mn when n = 20. Repeat this N times, where N is large (if possible, take N = 105, otherwise as large as is feasible), and compute the proportion of values of Mn that lie between 0.19 and 0.21. Repeat this with n = 50. What property of convergence in probability do your results illustrate?

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