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prove if $A_n$ converge in distribution to $a\neq 0$ then $\frac{1}{A_n}$ converges in distribution to $\frac{1}{a}$.

My attemp:

$$F_{\frac{1}{Y_{n}}}(t)=P(\frac{1}{Y_{n}}\leq t)=P(\frac{1}{t}\leq Y_{n})=1-P(Y_{n}<\frac{1}{t})\rightarrow^* 1-P(a<\frac{1}{t})=P(a\geq\frac{1}{t})=P(\frac{1}{a}\leq t)=F_{\frac{1}{a}}(t)$$

But * is not correct since $P(A_n \leq t)\rightarrow P(a \leq t)$ but not necessarily $P(A_n < t)\rightarrow P(a < t)$.


Another attemp:
I know probability convergence and distribution convergence are equivalent if the limit is a constant,

$$P(|Y_{n}-a|<\epsilon)=P(a-\epsilon<Y_{n}<a+\epsilon)=P(\frac{1}{a+\epsilon}<\frac{1}{Y_{n}}<\frac{1}{a-\epsilon})$$
How do you complete the proof? Thank you.

Its me
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1 Answers1

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Since you know that convergence in probability and convergence in distribution is equivalent if the limit is a constant, then the best way is to go to subsequential arguments.

$A_{n}\xrightarrow{d}a\iff A_{n}\xrightarrow{P}a$ .

Now assume $a\neq 0$ as otherwise the question does not make any sense really.

Let $\dfrac{1}{A_{n_{k}}}$ be an arbitrary subsequence. Then as $A_{n_{k}}\xrightarrow{P} a$, there exists a subsequence $A_{n_{k_{l}}}\xrightarrow{a.s.} a$.

Hence now by just usual properties of sequences, $\dfrac{1}{A_{n_{k_{l}}}}\xrightarrow{a.s.}\dfrac{1}{a}\implies\dfrac{1}{A_{n_{k_{l}}}}\xrightarrow{d}\dfrac{1}{a}$ .

Now here's an excercise that you should do by yourself:-

$X_{n}$ converges in distribution to a random variable $X$ if and only if given any subsequence $X_{n_{k}}$ there exists a further subsequence $X_{n_{k_{l}}}$ that converges in distribution to $X$. You will need to use this result to check that $F_{n}(x)\to F(x)$ for all continuity points $x$ of $F$.

But what the hell, here is the proof. It is clear that if $X_{n}\xrightarrow{d}X$, then $F_{n}(x)\to F(x)$ for all continuity points of $F$ and hence for each subsequence $F_{n_{k}}(x)$, all it's subsequences $F_{n_{k_{l}}}(x)$ will converge to $F(x)$ for each continuity point $x$. Conversely, by the condition, given any subsequence $F_{n_{k}}(x)$, there exists a further subsequence $F_{n_{k_{l}}}(x)$ which converges to $F(x)$ for each continuity point $x$. Hence by the real analysis result I linked above, the whole sequence $F_{n}(x)\to F(x)$ for each continuity point $x$ of $F$. Thus $X_{n}\xrightarrow{d} X$

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Couple the argument above and the above excercise to complete your proof.