Lecture Notes 3 Convergence (Chapter 5) 1 Convergence of ...

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Lecture Notes 3 Convergence (Chapter 5) 1 Convergence of Random Variables Let X 1;X 2;:::be a sequence of random variables and let Xbe another random variable. Let F n denote the cdf of X n and let Fdenote the cdf of X. Example: A good example to keep in mind is the following.

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