Question: (Slutskys lemma) Let {Xn, n = 0, 1, 2 . . . } and {Yn, n = 0, 1, 2 . . . } be
(Slutsky’s lemma) Let {Xn, n = 0, 1, 2 . . . } and {Yn, n = 0, 1, 2 . . . } be sequences of random variables. If Xn d−
→ X0 and Yn p−
→ c for a constant c as n → ∞, then show that
(1) Xn + Yn d−
→ X0 + c.
(2) XnYn d−
→ cX0.
(3) Xn/Yn d−
→ X0/c, (c ̸= 0).
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