While I was looking for an example of a sequence of random variables which converges in distribution, but doesn't converge in probability, I have read that it should be enough to consider a sequence of independent and identically distributed non-degenerate random variables. I don't understand why... Can someone explain (or correct if it isn't right)? Thank you
2026-03-29 11:02:43.1774782163
Example of convergence in distribution but not in probability
11.1k Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in PROBABILITY-DISTRIBUTIONS
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- Statistics based on empirical distribution
- Given $U,V \sim R(0,1)$. Determine covariance between $X = UV$ and $V$
- Comparing Exponentials of different rates
- Linear transform of jointly distributed exponential random variables, how to identify domain?
- Closed form of integration
- Given $X$ Poisson, and $f_{Y}(y\mid X = x)$, find $\mathbb{E}[X\mid Y]$
- weak limit similiar to central limit theorem
- Probability question: two doors, select the correct door to win money, find expected earning
- Calculating $\text{Pr}(X_1<X_2)$
Related Questions in CONVERGENCE-DIVERGENCE
- Finding radius of convergence $\sum _{n=0}^{}(2+(-1)^n)^nz^n$
- Conditions for the convergence of :$\cos\left( \sum_{n\geq0}{a_n}x^n\right)$
- Proving whether function-series $f_n(x) = \frac{(-1)^nx}n$
- Pointwise and uniform convergence of function series $f_n = x^n$
- studying the convergence of a series:
- Convergence in measure preserves measurability
- If $a_{1}>2$and $a_{n+1}=a_{n}^{2}-2$ then Find $\sum_{n=1}^{\infty}$ $\frac{1}{a_{1}a_{2}......a_{n}}$
- Convergence radius of power series can be derived from root and ratio test.
- Does this sequence converge? And if so to what?
- Seeking an example of Schwartz function $f$ such that $ \int_{\bf R}\left|\frac{f(x-y)}{y}\right|\ dy=\infty$
Related Questions in PROBABILITY-LIMIT-THEOREMS
- weak limit similiar to central limit theorem
- What is the name of the method or process when a system is evaluated against the highest degree terms?
- Law of large numbers and a different model for the average of IID trials
- Prove that regression beta of order statistics converges to 1?
- Random variable convergence question
- How does this sequence of distributions converge?
- Determine limit distribution
- Relation between (non-random) Big O and probability little o
- How to derive approximation result from Levy 0-1 law?
- binomial normal with dependent success probability
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Choose the probability space $([0,1],\mathscr{B},m)$. ($\mathscr{B}$ consists of all Borel sets of $[0,1]$, $m$ is the Lebesgue measure.)
Let $X_{2n}(\omega)=\omega$, $X_{2n-1}(\omega)=1-\omega$.
Show that $X_{2n}$ and $X_{2n-1}$ have the same distribution. (Uniform distribution.)
Show that $\{X_n\}$ does not converge in probability.