Let
X
n
,
Y
n
{\displaystyle X_{n},Y_{n}}
Xn,Yn be sequences of scalar/vector/matrix random elements. If
X
n
{\displaystyle X_{n}}
Xn converges in distribution to a random element
X
{\displaystyle X}
X and
Y
n
{\displaystyle Y_{n}}
Yn converges in probability to a constant
c
{\displaystyle c}
c, then
X
n
+
Y
n
→
d
X
+
c
;
{\displaystyle X_{n}+Y_{n}\ {\xrightarrow {d}}\ X+c;}
Xn+Yn d X+c;
X
n
Y
n
→
d
X
c
;
{\displaystyle X_{n}Y_{n}\ \xrightarrow {d} \ Xc;}
XnYn d Xc;
X
n
/
Y
n
→
d
X
/
c
,
{\displaystyle X_{n}/Y_{n}\ {\xrightarrow {d}}\ X/c,}
Xn/Yn d X/c,
provided that c is invertible,
where
→
d
{\displaystyle {\xrightarrow {d}}}
d denotes convergence in distribution.
Slutsky‘s Theorem
最新推荐文章于 2023-02-25 19:54:49 发布