Convergence in probability to a contant implication
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up vote
2
down vote
favorite
Suppose that a sequence of random variables $X_n$ converges in probability to $c$. Does it follow that
$$
lim_ntoinftyP(X_n<c)=0?
$$
Using the definition, I know that for any $epsilon>0$,
$$
lim_ntoinftyP(X_n<c-epsilon)=0.
$$
Can I take the limit w.r.t. $epsilon$?
probability-theory
add a comment |Â
up vote
2
down vote
favorite
Suppose that a sequence of random variables $X_n$ converges in probability to $c$. Does it follow that
$$
lim_ntoinftyP(X_n<c)=0?
$$
Using the definition, I know that for any $epsilon>0$,
$$
lim_ntoinftyP(X_n<c-epsilon)=0.
$$
Can I take the limit w.r.t. $epsilon$?
probability-theory
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Suppose that a sequence of random variables $X_n$ converges in probability to $c$. Does it follow that
$$
lim_ntoinftyP(X_n<c)=0?
$$
Using the definition, I know that for any $epsilon>0$,
$$
lim_ntoinftyP(X_n<c-epsilon)=0.
$$
Can I take the limit w.r.t. $epsilon$?
probability-theory
Suppose that a sequence of random variables $X_n$ converges in probability to $c$. Does it follow that
$$
lim_ntoinftyP(X_n<c)=0?
$$
Using the definition, I know that for any $epsilon>0$,
$$
lim_ntoinftyP(X_n<c-epsilon)=0.
$$
Can I take the limit w.r.t. $epsilon$?
probability-theory
asked Jul 27 at 8:48
akm47
184
184
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1 Answer
1
active
oldest
votes
up vote
2
down vote
accepted
Take $X_n=c-frac 1 n$. Then $X_n to c$ in probability (in fact almost surely) but $PX_n<c=1$ for all $n$.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
accepted
Take $X_n=c-frac 1 n$. Then $X_n to c$ in probability (in fact almost surely) but $PX_n<c=1$ for all $n$.
add a comment |Â
up vote
2
down vote
accepted
Take $X_n=c-frac 1 n$. Then $X_n to c$ in probability (in fact almost surely) but $PX_n<c=1$ for all $n$.
add a comment |Â
up vote
2
down vote
accepted
up vote
2
down vote
accepted
Take $X_n=c-frac 1 n$. Then $X_n to c$ in probability (in fact almost surely) but $PX_n<c=1$ for all $n$.
Take $X_n=c-frac 1 n$. Then $X_n to c$ in probability (in fact almost surely) but $PX_n<c=1$ for all $n$.
answered Jul 27 at 8:57


Kavi Rama Murthy
20k2829
20k2829
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add a comment |Â
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