Professional Documents
Culture Documents
Solutions Probability Essentials 18,19 PDF
Solutions Probability Essentials 18,19 PDF
18.15 Let Fn (x) and F (x) be distribution functions of Xn and X, respectively. Fix
the continuous point x of F (x). For any > 0,
1
Similarly,
P {Xn + Yn x} Fn (x ) P {|Yn | }
When x + and x are continuous points of F (x),
Thus,
F (xm ) lim inf P {Xn +Yn x} lim sup P {Xn +Yn x} F (x+m ) m = 1, 2,
n n
Letting m ,
lim P {Xn + Yn x} = F (x)
n
18.16. Write f (x) = |x|p 1[N,N] (x). The problem is to show that
Notice that f (x) is bounded function. So the finiteness of the right hand side is obvious.
The difficult here is the discontinuity of f . For this we take a sequence f (x) of continuous
functions sucht that 0 f (x) f (x) ( 0+ ) for every x. By the definition of convergence
in distribution, for each > 0,
where the last step follows from the fact that f (x) f (x). Let 0+ on the left hand
side. By monotonic convergence