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Probability: Difference between revisions
→In Distribution
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* Implies Convergence in distribution | * Implies Convergence in distribution | ||
===In Distribution=== | ===In Distribution=== | ||
Pointwise convergence of the cdf<br> | |||
A sequence of random variables <math>X_1,...</math> converges to <math>X^*</math> in probability | |||
if for all <math>x \in S</math>, | |||
<math>\lim_{i \rightarrow \infty} F_i(x) = F^*(x)</math> | |||
* Equivalent to convergence in probability if it converges to a degenerate distribution | * Equivalent to convergence in probability if it converges to a degenerate distribution | ||
===In Mean Squared=== | ===In Mean Squared=== | ||