February 20, 2017

Homework Help: mathematical statistics

Posted by sanaz on Thursday, January 10, 2013 at 5:29am.

Suppose a_n∈ [0,1] and X_n is a sequence of i.i.d random variables with p.d.f : p(X_n=1)= p(X_n= -1)=0.5 . ∑_(n=1)^∞▒a_n X_n is convergent with probability 1, is ∑_(n=1)^∞▒a_n^2 convergent?

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