Results 1 to 3 of 3

Math Help - Convergence in Distribution

  1. #1
    Member
    Joined
    Sep 2007
    Posts
    127

    Convergence in Distribution

    Question
    Prove whether this is true or false:

    Y_n \rightarrow^{d}Y and X_n \rightarrow^{d}X \Rightarrow Y_n-X_n \rightarrow^{d}Y-X



    I don't know how to do this! Can we simply use the continuous mapping theorem?? Please help!

    Thank you!
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    what happens if X_n=Y_n and let X_n converge to a N(0,1).
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Member
    Joined
    Sep 2007
    Posts
    127
    Quote Originally Posted by matheagle View Post
    what happens if X_n=Y_n and let X_n converge to a N(0,1).
    Sorry, I don't follow.

    If X_n \rightarrow N(0,1) and X_n = Y_n then Y_n \rightarrow N(0,1)

    So Y_n - X_n \rightarrow 0 and it works??

    Sorry, can you please expand a bit more? Thanks.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. convergence in distribution
    Posted in the Advanced Statistics Forum
    Replies: 7
    Last Post: December 30th 2009, 12:49 AM
  2. Convergence in Distribution
    Posted in the Advanced Statistics Forum
    Replies: 15
    Last Post: December 19th 2009, 06:46 PM
  3. Convergence in Distribution
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: November 7th 2009, 03:33 PM
  4. Convergence it Distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: February 21st 2009, 06:36 PM
  5. Convergence in distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: January 19th 2006, 06:39 PM

Search Tags


/mathhelpforum @mathhelpforum