In article <[EMAIL PROTECTED]>, kjetil halvorsen <[EMAIL PROTECTED]> wrote: >Slutsky's theorem says that if Xn ->(D) X and Yn ->(P) y0, y0 a >constant, then
>Xn + Yn ->(D) X+y0. It is easy to make a counterexample if both Xn and >Yn converges in distribution. Anybody have an counterexample when Yn >converges in probability to a non-constant random variable? This is very easy. For example, let Xn all be the same nontrivial normal random variable Z, let Yn and y0 be -Z, and let X be an independent normal random variable. Then Xn + Yn = 0 for all n, but X - Z is not zero. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399 [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================