Let (left{X_{n}ight}_{n=1}^{infty}) be a sequence of random variables where (X_{n}) has distribution (F_{n}) which has mean (theta_{n})
Question:
Let \(\left\{X_{n}ight\}_{n=1}^{\infty}\) be a sequence of random variables where \(X_{n}\) has distribution \(F_{n}\) which has mean \(\theta_{n}\) for all \(n \in \mathbb{N}\). Suppose that
\[\lim _{n ightarrow \infty} \theta_{n}=\theta,\]
for some \(\theta \in(0, \infty)\). Hence it follows that
\[\lim _{n ightarrow \infty} E\left(X_{n}ight)=E(X),\]
where \(X\) has distribution \(F\) with mean \(\theta\). Does it necessarily follow that the sequence \(\left\{X_{n}ight\}_{n=1}^{\infty}\) is uniformly integrable?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: