The GATE Grind

GATE 2023 ST – Question 21

Convergence of Random Variables · Modes of Convergence · 1 mark · Multiple choice

All variables are defined on the same probability space. Which statement is true?

  1. Convergence in distribution to a real constant c implies convergence in probability to c.
  2. Convergence in probability to X implies convergence in third mean to X.
  3. If X_n→X and Y_n→Y in distribution,then X_n+Y_n→X+Y in distribution.
  4. If E X_n→E X,then X_n→X in first mean.

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Show answer and explanation

Correct answer: (A) Convergence in distribution to a real constant c implies convergence in probability to c.

Explanation

For A,apply distribution convergence at c−ε and c+ε to show P(|X_n−c|>ε)→0. B fails for rare large spikes. Marginal convergence alone does not determine the joint dependence required by C. D fails with centered iid nondegenerate variables whose means all equal zero. **A**.

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