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An Introduction to Weak Convergence

J. C. Taylor
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J. C. Taylor: McGill University, Department of Mathematics and Statistics

Chapter Chapter VI in An Introduction to Measure and Probability, 1997, pp 250-290 from Springer

Abstract: Abstract Let (Xn)n≥1 be a sequence of i.i.d. random variables on a probability space (Ω, F, P). Let F be the distribution function of the common law Q of the random variables.

Keywords: Distribution Function; Characteristic Function; Central Limit Theorem; Weak Convergence; Independent Random Variable (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0659-0_6

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DOI: 10.1007/978-1-4612-0659-0_6

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