Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2021/1/b/iii/solution

Use from part (a). We already proved convergence in distribution to zero. For any prescribed , put . Then , and the cumulative distribution function satisfies
This 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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