=+11.15. (i) Show that (11.37) holds under the limiting process of (i) of the previous exercise, provided that θN is the true θ for TN . You may use a similar argument as in Example 11.4 and the following fact: If ξN and ζN are two sequences of random variables such that ξN d−→ ξ, ηN d−→ η, and ξN and ηN are independent for each N, then ξN ± ηN d−→ ξ ± η.

390 11 Nonparametric Statistics