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
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?
Kjetil Halvorsen
