Skip to content
Q134Section III (Statistics)134 of 190

Complete convergence implies almost-sure convergence, with no independence needed

Let {Xn}\{X_n\} be a sequence of random variables and X a random variable such that ∑n=1∞P[∣Xn−X∣>ε]<∞\sum_{n=1}^\infty P[|X_n-X|>\varepsilon]<\infty for every ε>0\varepsilon>0. Consider the statements: (I) P[lim⁡n→∞Xn=X]=1P[\lim_{n\to\infty}X_n=X]=1. (II) P[lim⁡n→∞Xn2=X2]=1P[\lim_{n\to\infty}X_n^2=X^2]=1. (III) P[lim⁡n→∞Xn=X]P[\lim_{n\to\infty}X_n=X] only if {Xn}\{X_n\} is a sequence of independent random variables.

Options

Pick an option to check your answer.