- #1
Euge
Gold Member
MHB
POTW Director
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Here is this week's POTW:
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Let $(X_n)_{n \in \Bbb N}$ be a sequence of positive i.i.d. random variables such that $E[\ln X_n]$ is a constant finite positive number $\mu$. Show that if $$T_n := \prod_{i = 1}^n X_i^{1/n}\quad (n = 1,2,3,...)$$ then $(T_n)_{n\in \Bbb N}$ converges in probability to $e^{\mu}$.
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Remember to read the https://mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to https://mathhelpboards.com/forms.php?do=form&fid=2!
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Let $(X_n)_{n \in \Bbb N}$ be a sequence of positive i.i.d. random variables such that $E[\ln X_n]$ is a constant finite positive number $\mu$. Show that if $$T_n := \prod_{i = 1}^n X_i^{1/n}\quad (n = 1,2,3,...)$$ then $(T_n)_{n\in \Bbb N}$ converges in probability to $e^{\mu}$.
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Remember to read the https://mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to https://mathhelpboards.com/forms.php?do=form&fid=2!