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})

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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?

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