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∙
We often write this as
plim
n
→
g
W
n
g
plim
n
→
W
n
so we can pass the probability limit through continuous functions.
∙
Notice this contains the usual result on convergence for nonrandom
sequences:
lim
n
→
g
a
n
g
lim
n
→
a
n
if
a
n
→
a
and
g
is continous at
a
.
∙
Slutsky’s Theorem has many applications in large-sample statistical
analysis.
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