I've been banging my head against the wall for too many hours and would love a hint... I'm looking to show that
(in probability), where (X_i, Y_i) are iid random vectors (finite 4th order moments).
I'm trying to use the definition of convergence in probability and get
I'd appreciate a hint. I am not getting the Var(X,Y) part, I think, and I don't think it should be that hard!?