Show that Xn X in probability is equivalent to the statement that, for any subsequence Xnj

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Show that Xn → X in probability is equivalent to the statement that, for any subsequence Xnj , there exists a further subsequence Xnjk such that Xnjk → X with probability one.

Section 11.3

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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