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Part CCSIR NET December 2024the-count-grows-only-its-proportion-converges

The count grows only its proportion converges

Let {(X_k, Y_k)}(k≥1) be a sequence of independent and identically distributed (i.i.d.) random vectors with common joint probability density function f(x, y) = e^(−y) if , and 0 otherwise. For n = 1, 2, 3, …, let be a random variable denoting the number of elements in the set {k : k = 1, 2, …, n; Y_k ≥ 2}. Then, which of the following statements are true?

  1. A. converges to e⁻ with probability one.
  2. B. converges to e⁻ in probability.
  3. C. converges to 3e⁻ in distribution.
  4. D.ne⁻ converges in distribution to a normal random variable with mean zero and variance e⁻.

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.

See pricing

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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