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Q116Section III (Statistics)116 of 180

Multiplying a fixed random variable by an indicator converging to 1

Suppose X is a real random variable on a probability space (Ω,A,P)(\Omega,A,P) and {An,n≥1}\{A_n,n\ge1\} is a sequence of events in A such that An→ΩA_n\to\Omega as n→∞n\to\infty. Which of the following is true?

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