Question: Suppose that X1, X2, . . . is a sequence of positive integer-valued random variables. Suppose that there is a function f such that for

Suppose that X1, X2, . . . is a sequence of positive integer-valued random variables. Suppose that there is a function f such that for every m = 1, 2, . . . , limn→∞ Pr(Xn = m) = f(m), f(m) = 1, and f (x) = 0 for every x that is not a positive integer. Let F be the discrete c.d.f. whose p.f. is f . Prove that Xn converges in distribution to F.

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