20.21. Suppose that the sequence (X) is fundamental in probability in the sense that for e positive there exists an N such that P[IX-X|>e] N. (a) Prove there is a subsequence (X) and a random variable X such that lim XX with probability 1. Hint: Choose increasing n such that P[IX-X,>2-k]<2-k for m, nzn. Analyze P[IX-Xn>2-k]. (b) Show that X₁ →p X.

Calculus: Early Transcendentals
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ISBN:9781285741550
Author:James Stewart
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Chapter1: Functions And Models
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Problem 1RCC: (a) What is a function? What are its domain and range? (b) What is the graph of a function? (c) How...
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20.21. Suppose that the sequence (X) is fundamental in probability in the sense that
for e positive there exists an N such that P[IX-X|>e] <e for m, n > N.
(a) Prove there is a subsequence (X) and a random variable X such that
lim XX with probability 1. Hint: Choose increasing n such that
P[IX-X₁>2-k]<2-k for m, n ≥n. Analyze P[IX-Xn₂>2-k].
(b) Show that Xn
→P
X.
Transcribed Image Text:20.21. Suppose that the sequence (X) is fundamental in probability in the sense that for e positive there exists an N such that P[IX-X|>e] <e for m, n > N. (a) Prove there is a subsequence (X) and a random variable X such that lim XX with probability 1. Hint: Choose increasing n such that P[IX-X₁>2-k]<2-k for m, n ≥n. Analyze P[IX-Xn₂>2-k]. (b) Show that Xn →P X.
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