Convergence concepts in probability MOC Convergence in distribution A sequence (ππ)βπ=1 of real random variables is said to converge in distribution to a real random variable π iff the CDFs obey prob limπββπΉππ(π₯)=πΉπ(π₯) for all points where πΉπ(π₯) is continuous. tidy | en | SemBr