6.22 This exercise is related to Example 6.5 (continued) at the end of Section 6.4.

(i) Show that for the sequence Yi , i ≥ 1, (6.40) fails provided that s2 = ∞

i=1 pi (1 − pi) < ∞. Also show that s2 > 0.

(ii) Show that for Xi = Yi − pi , the three series (6.30)–(6.32) converge for c = 1.