Let X1,..., Xn be independent and identically distributed random variables with Var(X¡)


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Let X1,..., Xn be independent and identically<br>distributed random variables with Var(X¡)<o. Show that<br>1<br>EjX; →p EX1.<br>п(п + 1)<br>j=1<br>Note. A simple way to solve a problem of showing Yn →p a is to establish<br>lim, EYn = a and lim, Var(Yn) = 0.<br>

Extracted text: Let X1,..., Xn be independent and identically distributed random variables with Var(X¡)

Jun 11, 2022
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