If real random variables converge in distribution to X and converge in probability to a constant c, then + converges in distribution to X + c and to cX.
In the setting of Convergence of Probability Measures and Random Elements: Standing Notation, let and be sequences of random variables on , let be a random variable on a probability space , and let . Suppose that and that in the separable metric space (The Real Line and Euclidean Space Are Separable (i)).
Sums. .
Products. .
Loading…
No relations recorded yet.