Slutsky‘s Theorem

Slutsky's Theorem

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.

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