Question
Let the pmf of $Y_{n}$ be $p_{n}(y)=1, y=n$, zero elsewhere. Show that $Y_{n}$ does not have a limiting distribution. (In this case, the probability has "escaped" to infinity.)
Step 1
This means that the random variable $Y_{n}$ takes the value $n$ with probability $1$ and any other value with probability $0$. Show more…
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