If Xn is a sequence of real-valued random variables, prove that Xn 0 in Pn-probability if
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If Xn is a sequence of real-valued random variables, prove that Xn → 0 in Pn-probability if and only if EPn [min(|Xn|, 1)] → 0.
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Related Book For 
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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