Probability theory and stochastic processes Modes of convergence Concept
Convergence in distribution
Summary
A sequence of random variables converges in distribution when their cumulative distribution functions converge to a limit at each point where the limit is continuous. The node convergence in distribution gives the precise definition.
Where this leads
10 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Convergence_of_random_variables, Convergence in distribution
About this page
| Tag | 0SRYJGXKR4 |
|---|---|
| URI | m2://0SRYJGXKR4 |
| Aliases | weak-convergence-of-random-variables, convergence-in-law |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60F05 |
| Specializes | Convergence of random variables |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
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