3. Let (N, F, P) be a probability space and (Xn)n>1 an iid sequence of random variables such that 1 P (X, = 2) = 10 1 P (X, = 3) 3 and P(X, = 4) 10' 4 for each n E N. 10' P(X, = 1) = %3D %3D %3D Consider the sequence Y, of random variables defined by Yn = X(xn23}; for each n e N. > de 4 (esulteds - (a) Show that Y, is an iid sequence of random variables. (b) Compute 1 lim ΣΥ. E(14) : 3 n-+00 n i=1

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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3. Let (N, F, P) be a probability space and (Xn)n>1 an iid sequence of random variables
such that
1
P (X, = 3) =
1
3
P (X, = 2)
10
and P(Xn = 4)
10
4
for each n E N.
10
P (X, = 1) =
%3D
Consider the sequence Y, of random variables defined by
Yn = X{xn23};
for each n e N.
s de 4 cesulteds pussivei
Show that Y is an iid sequence of random variables.
(a)
(b)
Compute
1
lim
ΣΧ.
E() : 3
Y
n-+oo n
i=1
Transcribed Image Text:3. Let (N, F, P) be a probability space and (Xn)n>1 an iid sequence of random variables such that 1 P (X, = 3) = 1 3 P (X, = 2) 10 and P(Xn = 4) 10 4 for each n E N. 10 P (X, = 1) = %3D Consider the sequence Y, of random variables defined by Yn = X{xn23}; for each n e N. s de 4 cesulteds pussivei Show that Y is an iid sequence of random variables. (a) (b) Compute 1 lim ΣΧ. E() : 3 Y n-+oo n i=1
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