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.
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
8th Edition
ISBN:9781285741550
Author:James Stewart
Publisher:James Stewart
Chapter1: Functions And Models
Section: Chapter Questions
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.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Facd77414-1e04-478d-a5c9-1e8775f7a452%2F1c4b22ef-c1a0-4892-874c-3e3e7ec0210c%2Fn54c1o_processed.jpeg&w=3840&q=75)
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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