OurBigBook About$ Donate
 Sign in Sign up

Convergence in distribution to a constant implies convergence in probability

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in probability
2026-10-05  0 By others on same topic  0 Discussions Create my own version
If Xn​d​c for fixed real c, convergence of the distribution functions at c−ε and c+ε shows P(∣Xn​−c∣>ε)→0. Thus convergence in distribution to a deterministic limit implies convergence in probability to that limit, even though the implication fails for nonconstant limits on a specified probability space.

 Ancestors (7)

  1. Convergence in probability
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (3)

  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 201 / 6 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 201 / 6 / d / Solution
  • Weak law from a characteristic-function expansion

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook