Thread View: sci.math.stat
1 messages
1 total messages
Started by ALEWAND
Tue, 28 Jul 1992 10:39
Convergence *of* probabilities
Author: ALEWAND
Date: Tue, 28 Jul 1992 10:39
Date: Tue, 28 Jul 1992 10:39
16 lines
948 bytes
948 bytes
Let X1,X2,.. be a sequence of k-dimensional random vectors
converging in distribution to a random vector X.
Let A1,A2,.. be any sequence of k-dim. closed spheres.
Does anybody know sufficient conditions to show
Pn(Xn in An)=P(X in An) + o(1)?
Remark: the usual theorems state only
Pn(Xn in A)=P(X in A) + o(1) for all P-continuity sets A.
In particular what happens if X is N(0,F) with singular F?
Thanks in advance!
Achim Lewandowski
Institut fuer Statistik und Oekonometrie
3400 Goettingen
Germany
email: alewand@ibm.gwdg.de
Thread Navigation
This is a paginated view of messages in the thread with full content displayed inline.
Messages are displayed in chronological order, with the original post highlighted in green.
Use pagination controls to navigate through all messages in large threads.
Back to All Threads