# math, probability

13. Exercise: Convergence in probability:

a) Suppose that Xn is an exponential random variable with parameter lambda = n. Does the sequence {Xn} converge in probability?

b) Suppose that Xn is an exponential random variable with parameter lambda = 1/n. Does the sequence {Xn} converge in probability?

c) Suppose that the random variable in the sequence {Xn} are independent, and that the sequence converges to some number a, in probability.
Let {Yn} be another sequence of random variables that are dependent, but where each Yn has the same distribution (CDF) as Xn. Is it necessarily true that the sequence {Yn} converges to a in probability?

1. 👍 2
2. 👎 0
3. 👁 599
1. a) yes
b) no
c) yes

1. 👍 3
2. 👎 1
2. y
n
n

1. 👍 0
2. 👎 1

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