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Part CCSIR NET December 2024independence-permits-distributional-but-not-probability-convergence

Independence permits distributional but not probability convergence

Let be a sequence of independent random variables with following N(0, 1 + 1/i) distribution for all . Let X be N(0, 1)-random variable independent of {}. Then, which of the following statements are true?

  1. A. converges to X in probability as
  2. B. converges to X in distribution as
  3. C. converges to Z in distribution as , where Z follows the distribution N(0, 2).
  4. D.X/|| converges to M in distribution as , where M follows standard Cauchy distribution.

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward.

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50 are analysed free — try those first.

Related counterexample: Convergence in probability implies almost sure convergence

More on this topic

The chapter behind this: Modes of convergence and the limit theorems — free to read

From Limit Theorems and Markov ChainsModes of convergence, WLLN, SLLN, CLT

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