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GATE 2021 ST – Question 29

Convergence of Random Variables · Laws of Large Numbers and Central Limit Theorem · 1 mark · Numerical answer

X_n are iid Uniform(0,2). Set Z_n=−ln[(∏_(i=1)^n(2−X_i))^(1/n)]. Find its almost-sure limit,to two decimals.

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Correct answer: 0.27 to 0.35

Explanation

Take logarithms:Z_n=(1/n)Σ[−ln(2−X_i)]. The summands are iid and integrable. Their mean is −(1/2)∫₀²ln u du=1−ln 2≈.30685. By the strong law,the limit is **0.31**.

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