Question: Let Xn be a sequence of random variables that converges in distribution to a random variable X. Let Yn be a sequence of random variables

Let Xn be a sequence of random variables that converges in distribution to a random variable X. Let Yn be a sequence of random variables with the property that for any finite number c,
Let Xn be a sequence of random variables that converges

Show that for any finite number c,

Let Xn be a sequence of random variables that converges

(This is the type of result used in the discussion of the power properties of the tests described in Section 10.3.2.)

lim P(y, > c) = 1. lim P(Xn + Yn > c) = 1.

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