Suppose X is a real random variable on (Omega,A,P) and An,nge1 is a sequence of sets in A such that Antovarnothing as ntoinfty. Then:

Q116Section III (Statistics)116 of 180

Indicators of vanishing events

Suppose $X$ is a real random variable on $(\Omega,\mathcal{A},\mathbb{P})$ and $\{A_n,n\ge1\}$ is a sequence of sets in $\mathcal{A}$ such that $A_n\to\varnothing$ as $n\to\infty$ . Then:

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