Suppose Xn is a sequence of random vectors. (i). Show Xn P 0 if and only
Question:
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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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