We introduce a concept of convergence of finite measures. In particular, this will give us a concept of convergence of rvs in distribution, laying the groundwork for the celebrated central limit theorem in Chapter 18 .

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Convergence of finite Measures

  • Arup Bose

摘要

We introduce a concept of convergence of finite measures. In particular, this will give us a concept of convergence of rvs in distribution, laying the groundwork for the celebrated central limit theorem in Chapter 18 .