Chapter 4: Problem 5
Suppose \(\mathbf{X}_{n}\) has a \(N_{p}\left(\boldsymbol{\mu}_{n}, \boldsymbol{\Sigma}_{n}\right)\) distribution. Show that $$ \mathbf{X}_{n} \stackrel{D}{\rightarrow} N_{p}(\boldsymbol{\mu}, \mathbf{\Sigma}) \text { iff } \boldsymbol{\mu}_{n} \rightarrow \boldsymbol{\mu} \text { and } \boldsymbol{\Sigma}_{n} \rightarrow \mathbf{\Sigma} $$
Short Answer
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Key Concepts
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