Let Xn ~ Bernoulli(p). Let Yn=Xn+Xn+1.
Let Tn=1n∑ni=1Yi.
I want to show that the sequence (Tn)n≥1 converges in probability to the constant 2p.
I found that E[Tn]=2p and that Var[Tn]=2p(1−p)2n−1n2.
My definition of convergence in probability is the following:
∀ϵ>0 P(|Tn−2p|>ϵ)→0
I can also use the following criterion:
Convergence in probability iff limn→∞E[|Tn−2p||Tn−2p|+1]=0
To me using the criterion here seems smart because I already know that the expected value is 2p, but I am not sure how to proceed. Any hints?
Answer
Claim. If μn=E(Tn)→μ and σ2n=Var(Tn)→0 then Tn→μ in L2 and, hence, in probability too.
Proof. We have E(|Tn−μ|2)=E(|Tn−μn|2)+2(μn−μ)E(Tn−μn)+(μn−μ)2→0. Q.E.D.
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