In probability theory, the Helly–Bray theorem relates the weak convergence of cumulative distribution functions to the convergence of expectations of certain measurable functions. The first eponym is Eduard Helly. Let F and F1, F2, ... be cumulative distribution functions on the real line.

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  • In probability theory, the Helly–Bray theorem relates the weak convergence of cumulative distribution functions to the convergence of expectations of certain measurable functions. The first eponym is Eduard Helly. Let F and F1, F2, ... be cumulative distribution functions on the real line. The Helly–Bray theorem states that if Fn converges weakly to F, then <math>\int_\mathbb{R} g(x)\,dF_n(x) \quad\xrightarrow[n\to\infty]{}\quad \int_\mathbb{R} g(x)\,dF(x)</math> for each bounded, continuous function g: R → R, where the integrals involved are Riemann-Stieltjes integrals. Note that if X and X1, X2, ... are random variables corresponding to these distribution functions, then the Helly–Bray theorem does not imply that E(Xn) → E(X), since g(x) = x is not a bounded function. In fact, a stronger and more general theorem holds. Let P and P1, P2, ... be probability measures on some set S. Then Pn converges weakly to P if and only if <math>\int_S g \,dP_n \quad\xrightarrow[n\to\infty]{}\quad \int_S g \,dP,</math> for all bounded, continuous and real-valued functions on S. (The integrals in this version of the theorem are Lebesgue–Stieltjes integrals. ) The more general theorem above is sometimes taken as defining weak convergence of measures (see Billingsley, 1999, p. 3).
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  • Helly–Bray theorem
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  • In probability theory, the Helly–Bray theorem relates the weak convergence of cumulative distribution functions to the convergence of expectations of certain measurable functions. The first eponym is Eduard Helly. Let F and F1, F2, ... be cumulative distribution functions on the real line.
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  • Helly–Bray theorem
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