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Euge
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Prove that if ##\{X_n\}_{n = 1}^\infty## is a sequence of real random variables on probability space ##(\Omega, \mathscr{F},\mathbb{P})## such that ##\lim_n \mathbb{E}[X_n] = \mu## and ##\lim_n \operatorname{Var}[X_n] = 0##, then ##X_n## converges to ##\mu## in probability.