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GATE 2023 ST – Question 57

Convergence of Random Variables · Laws of Large Numbers and Central Limit Theorem · 2 marks · Multiple select

X_n are iid with mean zero and variance one. Set Y_n=(X₁X₂+X₃X₄+⋯+X_(2n−1)X_(2n))/n. Which hold?

  1. √nY_n converges in distribution to N(0,1).
  2. Y_n converges in second mean to zero.
  3. Y_n+1/n converges in probability to zero.
  4. X_n converges almost surely to zero.

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Show answer and explanation

Correct answer: (A) √nY_n converges in distribution to N(0,1).; (B) Y_n converges in second mean to zero.; (C) Y_n+1/n converges in probability to zero.

Explanation

The disjoint pair products are iid with mean 0 and variance E X₁²E X₂²=1. The CLT proves A; E Y_n²=1/n proves B and thus probability convergence. Adding deterministic 1/n proves C. D fails,for example,for iid fair ±1 variables. **A,B,C**.

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