# Homework Help: Convergence of Probability

1. Sep 29, 2009

### cse63146

1. The problem statement, all variables and given/known data

Let the random variable Yn have the distribution b(n,p).

a)Prove that Yn/n converges in probability p.

b)Prove that 1 - Yn/n converges to 1 - p.

c)Prove that (Yn/n)(1 - Yn/n) converges in probability to p(1-p)

2. Relevant equations

3. The attempt at a solution

Note: when lim -> the limit of as n approaches infinity.

a) lim Yn/n = lim Yn * lim 1/n.

But the lim 1/n = 0 => lim Yn/n = 0. But it's supposed to converge to p.

Where did I make the mistake?

2. Sep 30, 2009

### kermy

You can't take the limit of the 1/n part independently of the Yn part.

That is like saying that

1 goes to 0 as n goes to infinity since

$$1=\frac{n}{n} = n \cdot \frac{1}{n}$$ and that 1/n goes to 0!

3. Sep 30, 2009

### Billy Bob

I assume you mean Yn/n converges in probability to p.

What is your defn of "converges in probability"? Are you supposed to show that for each $$\varepsilon>0$$,

$$P(|Y_n/n - p|\ge \varepsilon)\to 0$$ as $$n\to\infty$$?

Have you learned Chebyshev's inequality?

4. Sep 30, 2009

### cse63146

So I tried doing it with Yn, and I tried "splitting" the limits up:

lim n!/n! * lim(n-x!)-1 * lim px * lim(1-p)n * lim(1-p)-x * lim n-1

lim n!/n! = 1 so:

lim(n-x!)-1 * lim px * lim(1-p)n * lim(1-p)-x * lim n-1

Still stuck though.

Didn't see your message.

Chebyshev's inequality: $$P(|X - \mu |\geq k \sigma) \leq 1/k^2$$

would mu be np (because this is a binomial distribution)?

Last edited: Sep 30, 2009
5. Sep 30, 2009

### Billy Bob

This is not even close to the correct method. See my post above (which got posted while you were writing).

6. Sep 30, 2009

### cse63146

$$P(|\frac{Y_n}{n} - np |\geq p \sqrt{np(1-p)}) \leq \frac{1}{p^2}$$