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Q9Section A (Section A)9 of 60

Point probability of a sample mean

Let {Xn}n≥1\{X_n\}_{n\ge1} be a sequence of i.i.d. random variables having common probability density function

f(x)={xe−x,x≥0, 0,otherwise.f(x)=\begin{cases}xe^{-x}, & x\ge0,\ 0, & \text{otherwise.}\end{cases}

Let X‾n=1n∑i=1nXi\overline X_n=\frac1n\sum_{i=1}^nX_i, n=1,2,…n=1,2,…. Then lim⁡n→∞P(X‾n=2)\lim_{n\to\infty}P(\overline X_n=2) equals

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