Random Variable, Modes Of Convergence, Almost Sure Convergence, Convergence In Prob, Convergence In Dist.
Example: Strong Law of convergence Question: Let Xn be a sequence of random variables X₁, X₂,…such that Xn = t + tⁿ, where T ~ Unif(0, 1) Solution: Let’s break the sample space in two regions and apply the law of total probability as shown in the figure below: As the probability evaluates to 1, the