Show that the Wasserstein metric implies weak convergence; that is, if dW (Xn, X) 0, then
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Show that the Wasserstein metric implies weak convergence; that is, if dW (Xn, X) → 0, then Xn d
→ X. Give a counterexample to show the converse is false. Prove or disprove the following claim: For random variables Xn and X with finite first moments, show that dW (Xn, X) → 0 if and only if Xn d
→ X and E(Xn) → E(X).
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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