1

From my problem set:

Give an example for sequences of random variables $X_{n}$, $X$, $Y_{n}$, $Y$ with $X_{n} \to X$ in distribution, $Y_{n} \to Y$ in distribution but $X_{n} + Y_{n}$ does not converge to $X + Y$ in distribution.

Many thanks in advance.

mathsstudentTUD
  • 567
  • 2
  • 10
  • https://math.stackexchange.com/questions/9580/linearity-of-convergence-in-distribution-of-random-variables – Ant Nov 09 '17 at 17:10

0 Answers0