An Entity of Type: Abstraction100002137, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

This article is supplemental for “Convergence of random variables” and provides proofs for selected results. Several results will be established using the portmanteau lemma: A sequence {Xn} converges in distribution to X if and only if any of the following conditions are met: 1. * E[f(Xn)] → E[f(X)] for all bounded, continuous functions f; 2. * E[f(Xn)] → E[f(X)] for all bounded, Lipschitz functions f; 3. * limsup{Pr(Xn ∈ C)} ≤ Pr(X ∈ C) for all closed sets C;

Property Value
dbo:abstract
  • This article is supplemental for “Convergence of random variables” and provides proofs for selected results. Several results will be established using the portmanteau lemma: A sequence {Xn} converges in distribution to X if and only if any of the following conditions are met: 1. * E[f(Xn)] → E[f(X)] for all bounded, continuous functions f; 2. * E[f(Xn)] → E[f(X)] for all bounded, Lipschitz functions f; 3. * limsup{Pr(Xn ∈ C)} ≤ Pr(X ∈ C) for all closed sets C; (en)
dbo:wikiPageID
  • 24334988 (xsd:integer)
dbo:wikiPageLength
  • 13715 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1113496462 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
rdf:type
rdfs:comment
  • This article is supplemental for “Convergence of random variables” and provides proofs for selected results. Several results will be established using the portmanteau lemma: A sequence {Xn} converges in distribution to X if and only if any of the following conditions are met: 1. * E[f(Xn)] → E[f(X)] for all bounded, continuous functions f; 2. * E[f(Xn)] → E[f(X)] for all bounded, Lipschitz functions f; 3. * limsup{Pr(Xn ∈ C)} ≤ Pr(X ∈ C) for all closed sets C; (en)
rdfs:label
  • Proofs of convergence of random variables (en)
owl:sameAs
prov:wasDerivedFrom
foaf:isPrimaryTopicOf
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License