2.10 Let 1, 2, . . . be a sequence of random variables. Show that n P...
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2.10 Let ξ1, ξ2, . . . be a sequence of random variables. Show that ξn
−→P 0 as n→∞if and only if E
|ξn|
1 + |ξn|
−→0 asn→∞.
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