

Let X1, X2,...be a
sequence of random variables. Suppose that Xn?a in probability for
some a ? R. Show that (Xn) is Cauchy convergent in probability,
that is, show that for all
> 0 we have P(|Xn?Xm|> )?0 as n,m??.Is the converse true?
(Prove if “yes”, find a counterexample if “no”)
If (xn)– is a convergent sequence with limn700 Xn = 0 prove that x1 + x2+...+xn = 0. n lim n +00
Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following convergence results independently (i.e, do not conclude the weaker convergence modes from the stronger ones). d Yn 0. a. P b.Y 0. L 0, for all r 1 Yn C. a.s d. Y 0.
Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following...
5. Let f : R -R be a differentiable function, and suppose that there is a constant A < 1 such that If,(t)| < A for all real t. Let xo E R, and define a sequence fan] by 2Znt31(za),n=0,1,2 Prove that the sequence {xn) is convergent, and that its limit is the unique fixed point of f.
5. Let f : R -R be a differentiable function, and suppose that there is a constant A
- a) Let Xn be a sequence such that Xn+1 – xn| son for all n E N. Show that the sequence is Cauchy (and hence convergent). b) Is the result in part a) true if we assume that In+1 – 2n| <
(1) Consider the probability space 2 [0, 1. We define the probability of an event A Ω to be its length, we define a sequence random variables as follows: When n is odd Xn (u) 0 otherwise while, when n is even otherwise (a) Compute the PMF and CDF of each Xn (b) Deduce that X converge in distribution (c) Show that for any n and any random variable X : Ω R. (d) Deduce that Xn does not converge...
2. Let {xn}nEN be a sequence in R converging to x 0. Show that the sequence R. Assume that x 0 and for each n є N, xn converges to 1. 3. Let A C R". Say that x E Rn is a limit point of A if every open ball around x contains a point y x such that y E A. Let K c Rn be a set such that every infinite subset of K has a limit...
Let the sequence X be defined recursively by x1 = 1 and Xn+1 = Xn + (-1)-1 for n 2 1. Then X n is a decreasing sequence. an increasing sequence. a Cauchy sequence either increasing or decreasing. QUESTION 12 Check if the following statement is true or false: COS n The sequence is divergent. True False
Let (an)nen be a bounded sequence in R. For all n e N define bn = sup{am, On+1, On+2,...}. (You do not have to show that the supremum exists.) (a) Prove that the sequence (bn)nen is a monotone sequence. (b) Prove that the sequence (bn)nen is convergent. (c) Prove or disprove: lim an = lim bre. 100 000
PROBLEM 3 Let X1, X2, ..., Xn be a random sample from the following distribution - 5) +1 if 0 <r <1 fx(2) = 10 0. 0.w.. where @ € (-2, 2) is an unknown parameter. We define the estimate ēn as: ô, = 12X – 6 to estimate . (a) Is ên an unbiased estimator of e? (b) Is Ôn a consistent estimator of e?