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Limit Theorems in Statistical Methods

The document contains practice problems related to limit theorems in statistics, focusing on the convergence of sequences of random variables. It includes various scenarios such as convergence to distribution functions and properties of geometric and uniform distributions. The problems require proving convergence in distribution and pointwise convergence for different sequences of random variables.

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shruti.prabhakar2002
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4 views1 page

Limit Theorems in Statistical Methods

The document contains practice problems related to limit theorems in statistics, focusing on the convergence of sequences of random variables. It includes various scenarios such as convergence to distribution functions and properties of geometric and uniform distributions. The problems require proving convergence in distribution and pointwise convergence for different sequences of random variables.

Uploaded by

shruti.prabhakar2002
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MTL390: Statistical Methods

January 18, 2025

Practice Problems 4

Lecture 4: Limit Theorems

1. Let X1 , X2 , . . . be a sequence of random variables (RVs) with corresponding distribution functions


(DFs) given by 
0,
 if x < 0,
Fn (x) = n1 , if 0 ≤ x < n,

0, if x ≥ n.

Does Fn converges to a DF ?
2. Let X1 , X2 , X3 , . . . be a sequence of random variables such that

λ
Xn ∼ Geometric( ), for n = 1, 2, 3, . . . ,
n
where λ > 0 is a constant. Define a new sequence Yn as

1
Yn = Xn , for n = 1, 2, 3, . . . .
n
Show that Yn converges in distribution to Exponential(λ).
3. Let X be a random variable, and let
Xn = X + Yn ,
where
1 σ2
E[Yn ] = , Var(Yn ) = ,
n n
p
with σ > 0 being a constant. Show that Xn → X.
4. Let X1 , X2 , X3 , . . . be a sequence of i.i.d. Uniform(0, 1) random variables. Define the sequence Yn
as

Yn = min(X1 , X2 , . . . , Xn ).

Show that:

d p
Yn −
→0 and Yn −
→ 0.

5. Let X1 , X2 , X3 , . . . be a sequence random variables such that


(
n2 with probability n1 ,
Xn =
0 with probability 1 − n1 .

P
Show that Xn −
→ 0.
6. Let X1 , X2 , X3 , . . . be a sequence random variables and h : R → R be a continuous function. Then
p p
prove that, if Xn − → X, then h(Xn ) − → h(X).

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