Give an example of an i.i.d. sequence of real-valued random variables such that the sample mean converges

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Give an example of an i.i.d. sequence of real-valued random variables such that the sample mean converges in probability to a finite constant, yet the mean of the sequence does not exist.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 05:01 AM

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Give an example of an i.i.d. sequence of real-valued random variables such that the sample mean converges in probability to a finite constant, yet the mean of the sequence does not exist.
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Give an example of an i.i.d. sequence of real-valued random variables such that the sample mean converges

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Testing Statistical Hypotheses

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