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Suppose as \(n \to \infty\), \(X_{n} \to 3\) in probability and \(Y_{n} \to Y\) in distribution. Which of the following is true as \(n \to \infty\) ?

  • A.\((X_{n} + Y_{n}) \to 3 + Y\) in probability
  • B.\(\frac{n(X_{n} - 4) + Y_{n}}{n} \to -1\) in probability
  • C.\(X_{n}Y_{n} + Y_{n} \to 4Y\) in probability
  • D.\(\frac{n(Y_{n} - 4) + X_{n}}{n} \to -4\) in probability

Answer: B

The true statement is \(\frac{n(X_{n} - 4) + Y_{n}}{n} \to -1\) in probability.

Split the expression:

\[ \begin{aligned} \frac{n(X_{n} - 4) + Y_{n}}{n} &= (X_{n} - 4) \\ &\quad + \frac{Y_{n}}{n} \end{aligned} \]

\(X_{n} - 4 \to -1\) in probability. \(Y_{n}\) converges in distribution, so it is bounded in probability (tight), and dividing by n sends \(\frac{Y_{n}}{n} \to 0\) in probability. The sum tends to \(-1\) in probability.

Options A and C use Slutsky's theorem correctly for the limit but claim convergence in probability, when \(Y_{n}\) converges only in distribution, so only convergence in distribution is guaranteed. Option D gives \((Y_{n} - 4) + \frac{X_{n}}{n} \to Y - 4\) in distribution, not the constant \(-4\).

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