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GATE 2022 ST – Question 46

Convergence of Random Variables · Modes of Convergence · 2 marks · Multiple select

X_n has probabilities n/(n+1) at 0 and 1/(n+1) at n. Let X=0 almost surely. Which hold?

  1. X_n→X in distribution.
  2. X_n→X in probability.
  3. E X_n→E X.
  4. Some subsequence X_(n_k)→X almost surely.

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Show answer and explanation

Correct answer: (A) X_n→X in distribution.; (B) X_n→X in probability.; (D) Some subsequence X_(n_k)→X almost surely.

Explanation

For fixed ε>0 and sufficiently large n,P(|X_n|>ε)=1/(n+1)→0. This proves B and therefore A. The means n/(n+1)→1≠0,so C fails. Choose n_k=2^k;the exceptional probabilities sum to a finite value,so Borel–Cantelli proves almost-sure subsequence convergence. **A,B,D**.

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