Suppose Xn is a sequence of random vectors. (i). Show Xn P 0 if and only

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Suppose Xn is a sequence of random vectors.

(i). Show Xn P

→ 0 if and only if |Xn| P

→ 0 (where the first zero refers to the zero vector and the second to the real number zero).

(ii). Show that convergence in probability of Xn to X is equivalent to convergence in probability of their components to the respective components of X.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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