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Part CCSIR NET December 2024the-product-vanishes-but-its-nth-root-does-not

The product vanishes but its nth root does not

Let U1,U2,…U_{1}, U_{2}, \dots be a sequence of independent and identically distributed (i.i.d.) U(0, 1) random variables. Let Gn=(∏(i=1..n)Ui)(1/n)G_{n} = (\prod(i=1..n) U_{i})^(1/n) be the geometric mean of U1,U2,…,UnU_{1}, U_{2}, \dots, U_{n} for n∈Nn \in \mathbb{N}. Let X1X_{1} and X2X_{2} be degenerate random variables such that P(X1=0)=1P(X_{1} = 0) = 1 and P(X2=1/e)=1P(X_{2} = 1/e) = 1. Then, which of the following statements are true?

  1. A.GnG_{n} converges in r-th mean to X1X_{1} as n→∞n \to \infty, for any r > 0
  2. B.GnG_{n} converges in probability to X1X_{1} as n→∞n \to \infty
  3. C.GnG_{n} converges in distribution to X2X_{2} as n→∞n \to \infty✓ Correct
  4. D.GnG_{n} converges in r-th mean to X2X_{2} as n→∞n \to \infty, for any r > 0✓ Correct

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, and why this one tests limit assumed to exist.

See pricing

50 are analysed free — try those first.

The trap it tests

Limit assumed to exist

Reasoning with a limit before establishing there is one. limsup is not lim.

Drill statements like this

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 Chains › Modes of convergence, WLLN, SLLN, CLT

Last revised . Found a mistake? Tell us — corrections are the fastest thing we act on.

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