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kjetil b halvorsen
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Add detail requirement on $c$
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Consider a sequence of random variables $\{X_n\}_n$. Given that

$$X_n - \sqrt{n} c \to N(0,1)$$ in distribution ($c$$c>0$ is a constant number bounded away from zero).

Show that for any constant $t>0$, we have

$$\lim_{n\to \infty} P(X_n>t)=1$$

[Update]

I use the following proof:

$$P(X_n>t)=P(X_n-\sqrt{n} c> t-\sqrt{n})=1-P(X_n-\sqrt{n}c<t-\sqrt{n}c)$$

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c) = \Phi(-\infty)=0$$ where $\Phi$ is the CDF of $N(0,1)$.

So, we have $$\lim_{n\to\infty} P(X_n>t)=1$$

However, I am not sure whether the equation

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c)$$

that I used above is correct or not. Any suggestion is welcomed.

Consider a sequence of random variables $\{X_n\}_n$. Given that

$$X_n - \sqrt{n} c \to N(0,1)$$ in distribution ($c$ is a constant number).

Show that for any constant $t>0$, we have

$$\lim_{n\to \infty} P(X_n>t)=1$$

[Update]

I use the following proof:

$$P(X_n>t)=P(X_n-\sqrt{n} c> t-\sqrt{n})=1-P(X_n-\sqrt{n}c<t-\sqrt{n}c)$$

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c) = \Phi(-\infty)=0$$ where $\Phi$ is the CDF of $N(0,1)$.

So, we have $$\lim_{n\to\infty} P(X_n>t)=1$$

However, I am not sure whether the equation

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c)$$

that I used above is correct or not. Any suggestion is welcomed.

Consider a sequence of random variables $\{X_n\}_n$. Given that

$$X_n - \sqrt{n} c \to N(0,1)$$ in distribution ($c>0$ is a constant number bounded away from zero).

Show that for any constant $t>0$, we have

$$\lim_{n\to \infty} P(X_n>t)=1$$

[Update]

I use the following proof:

$$P(X_n>t)=P(X_n-\sqrt{n} c> t-\sqrt{n})=1-P(X_n-\sqrt{n}c<t-\sqrt{n}c)$$

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c) = \Phi(-\infty)=0$$ where $\Phi$ is the CDF of $N(0,1)$.

So, we have $$\lim_{n\to\infty} P(X_n>t)=1$$

However, I am not sure whether the equation

$$\lim_{n\to\infty} P(X_n-\sqrt{n}c<t-\sqrt{n}c) = \lim_{n\to\infty} \Phi(t-\sqrt{n}c)$$

that I used above is correct or not. Any suggestion is welcomed.

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User1865345
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Does convergence in distribution implies imply this asymptotic inequityinequality?

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