- Convergence in Distribution
id:: 65f6eea4-c2b8-448f-97ca-35a219c547a4
- Weak Convergence, Convergence in Law
- A sequence of real-valued random variables \(X_1, X_2,\dots\) with cumulative distributions \(F_1, F_2,\dots\) is said to converge in distribution to a random variable \(X\) with cumulative distribution \(F\) if \[ \lim_{n\to \infty} F_n(x) = F(x) \] for all \(x \in \mathbb{R}\) at which \(F\) is continuous.
- Convergence in Probability
- Almost Sure Convergence
- Sure Convergence
- Pointwise Convergence
- Convergence in Mean