Let X n and Y n be p-dimensional random vectors such that X n and Y n

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Let Xn and Yn be p-dimensional random vectors such that Xn and Yn are independent for each n and their mgfs exist. Show that if

where X and Y are p-dimensional random vectors, then (Xn, Yn) D→ (X,Y).

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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