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Example 2.1.4 A counterexample. Let with probability 1-Pn 7L n with probability Pn Then Yn--1, provided Pn → 0 (Problem 1.2(i). On the other hand, E(%) = (1-m) + npn which tends to a if Pn = a/n and to oo if, for example, Pn = 1/vn. This shows that (i) need not hold, and thati) need not hold is seen analogously (Problem 1.2(
1.2 In Example 2.1.4, show that p (i) Y, 1 if Pn → 0; (ii) EK,-, 1)2 → oo if Pn = 1/n.

if for every e > 0, or equivalently

0 0
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le have bab PCyn 흙)- 2닝e_kpoco foo.eyers子一.K2 r k 2 2 e 2 Hence by denition of corvesgence probabilDATE/ A sequence of ais said eves Le 0o 2 rn 2

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Example 2.1.4 A counterexample. Let with probability 1-Pn 7L n with probability Pn Then Yn--1, provided...
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