Convergence concepts in probability MOC

Convergence in distribution

A sequence (𝑋𝑖)βˆžπ‘–=1 of real random variables is said to converge in distribution to a real random variable 𝑋 iff the CDFs obey prob

limπ‘–β†’βˆžπΉπ‘‹π‘–(π‘₯)=𝐹𝑋(π‘₯)

for all points where 𝐹𝑋(π‘₯) is continuous.


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