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Example 5.6<br />

Consider a sequence of independent random variables X n that are<br />

uniformly distributed in the interval [0, 1], and let<br />

Y n min(X 1 , . . . , X n ).<br />

Does Y 1 , Y 2 , . . . converge to zero in probability<br />

說 明<br />

P(|Y n − 0| ≥ ɛ) = (1 − ɛ) n<br />

n→∞<br />

−−−→ 0.<br />

Chia-Ping Chen ( 中 山 資 工 ) Limit Theorems 機 率 學 講 義 17 / 28

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