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Part CCSIR NET December 2024only-a-constant-limit-reverses-the-arrow

Only a constant limit reverses the arrow

Suppose that a sequence of random variables {} and the random variable X are defined on the same probability space. Then which of the following statements are true?

  1. A. converges to X almost surely as implies that converges to X in probability as .
  2. B. converges to X in probability as implies that converges to X almost surely as .
  3. C.If ℙ[|| for all , then converges to X almost surely as .
  4. D.If converges to X in distribution as , and X is a constant with probability 1, then converges to X in probability as .

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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