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Let X1,X2, . . . be a sequence of independent identically distributed
random variables with finite mean and variance. Show that the sequence Yn = Xn/n
converges to zero, with probability 1.
Solution
Y1 = X1/1, Y2 = X2/2, Y3 = X3/3... Yn = Xn/n According to Levy's theorem, The
independent random variables Sn = X1 ,

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