I've tried dotting around this article to little avail:
https://books.google.co.uk/books?id=XiPK6p2U0EQC&pg=PA61&lpg=PA61&dq=limn%E2%86%92%E2%88%9E+E%5BXn%5D+%3D+E%5BX++implies&source=bl&ots=W0GUmbQ_XA&sig=QLo3f7c5b9AQbblwAvJFC6otB-c&hl=en&sa=X&ved=0CC0Q6AEwAzgKahUKEwjnkp3arMTIAhVH2hoKHconB90#v=onepage&q=limn%E2%86%92%E2%88%9E%20E%5BXn%5D%20%3D%20E%5BX%20%20implies&f=false.
Any guidance?
Hint: $|X-X_n| = X_n-X +2(X-X_n)^+$, and the non-negative random variable $(X-X_n)^+$ is dominated by $X$. (Here $b^+:=\max(b,0)$.) I'm guessing that you are to assume that $\Bbb E[X]<\infty$.
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Hint: $|X-X_n| = X_n-X +2(X-X_n)^+$, and the non-negative random variable $(X-X_n)^+$ is dominated by $X$. (Here $b^+:=\max(b,0)$.) I'm guessing that you are to assume that $\Bbb E[X]<\infty$.