Question: Take (W, A, P) = ((0, 1), B (0, 1) , l), l being the Lebesgue measure, and for n = 0, 1,, define the

Take (W, A, P) = ((0, 1), B(0, 1), l), l being the Lebesgue measure, and for n = 0, 1,€¦, define the r.v.sXnby:

X 2n+1 = I0.4) X 2n+2 = 1},1)' %3D

Then, as n†’¥, show that:

Take ((, A, P) = ((0, 1), B(0, 1), (),

(as it should be, by Theorem 2, since 0 £ Xn £ 1 for all n, and the bounds are integrable).

X 2n+1 = I0.4) X 2n+2 = 1},1)' %3D

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