Let $X_n,Y_n$ be two sequences of random variable, where $0<X_n<Y_n$. Does $Y_n=O_p(1)$ imply $X_n=O_p(1)?$
My proof
Since $Y_n=O_p(1)$, $$ (\forall \epsilon>0)(\exists k)\Big(P(|Y_n|>k)\leq \epsilon\Big)\ \ $$ Next, by law of total probability $$ P(|X_n|>k)=\underbrace{P(|Y_n|>k)}_{\leq \epsilon}\underbrace{P(|X_n|>k|\ |Y_n|>k)}_{<1}+\underbrace{P(|Y_n|\leq k)}_{\geq 1-\epsilon }\underbrace{P(|X_n|>k|\ |Y_n|\leq k)}_{0}\leq \epsilon $$ So the same $k$ works.
Is my proof correct? I will also accept any alternative proof (or counter proof) as answer.