Lecture Notes 4 Convergence (Chapter 5) 1 Random Samples
2 Convergence 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. We are going to study di erent types of convergence. Example: A good example to keep in mind is the folllowing. Let Y
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