4. Let X₁, X € Rd, use Continuity Theorem to show that if a X₂ → a¹X, then Xn →a X. The multivariate version of Continui
Posted: Wed May 04, 2022 11:51 am
4. Let X₁, X € Rd, use Continuity Theorem to show that if a X₂ → a¹X, then Xn →a X. The multivariate version of Continuity theorem says Xn →¿ X if and only if øx, (t) → ox(t) for all t € Rd. Here the characteristic function for X € Rª is defined by ox(t) E(eit™ X). =