A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables

Jon A. Wellner

Stochastic Processes and their Applications, 1981, vol. 11, issue 3, 309-312

Abstract: The bounded-dual-Lipschitz and Prohorov distances from the 'empirical measure' to the 'average measure' of independent random variables converges to zero almost surely if the sequence of average measures is tight. Three examples are also given.

Date: 1981
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