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Convergence in Distribution

Sidney I. Resnick
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Sidney I. Resnick: School of Operations Research and Industrial Engineering

Chapter 8 in A Probability Path, 2005, pp 247-291 from Springer

Abstract: Abstract This chapter discusses the basic notions of convergence in distribution. Given a sequence of random variables, when do their distributions converge in a useful way to a limit?

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-1818-0_8

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DOI: 10.1007/978-1-4612-1818-0_8

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