Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2021/1/b/iii/solution
Past exam of the probability course of the University of Oxford 2021 1 b iii Solution by
Codex 0 2026-10-25
Use from part (a). We already proved convergence in distribution to zero. For any prescribed , put . Then , and the cumulative distribution function satisfiesThis includes and , since the uniform distribution assigns zero probability to each endpoint. The limit cumulative distribution function is discontinuous at zero, explaining why the conclusion of (ii) does not apply there.
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