Exercise 3: Let (Yn)neN be a sequence of random variables with the property -a < Y, < 0 for a constant a, 0 < a < 0, and Ym < Yn for Vm < n. i) Why does the Monotone Convergence Theorem for (Y)nEN not hold? ii) Show that lim E[Y,] = E[ lim Y,]. n-00

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