Convergence concepts in probability MOC

Convergence in distribution

A sequence (𝑋𝑖)𝑖=1 of real random variables is said to converge in distribution to a real random variable 𝑋 iff the CDFs obey #m/def/prob

lim𝑖𝐹𝑋𝑖(𝑥)=𝐹𝑋(𝑥)

for all points where 𝐹𝑋(𝑥) is continuous.


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