Search results with tag "Convergence in probability"

7. Convergence in Probability - Pennsylvania State University

7. Convergence in Probability Lehmann §2.1; Ferguson §1 Here, we consider sequences X 1,X 2,... of random variables instead of real numbers.As with real numbers, we’d like to have an idea of what it means to converge.

  Probability, Convergence, Convergence in probability