Let X n and Y n be p-dimensional random vectors such that X n and Y n
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Let Xn and Yn be p-dimensional random vectors such that Xn and Yn are independent for each n and their mgfs exist. Show that if
where X and Y are p-dimensional random vectors, then (Xn, Yn) D→ (X,Y).
Transcribed Image Text:
XnDX and Y₂DY,
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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