- #1
rukawakaede
- 59
- 0
Hi,
Here is my question: Given that [itex]X_n\xrightarrow{\mathcal{D}}Z[/itex] as [itex]n\rightarrow\infty[/itex] where [itex]Z\sim N(0,1)[/itex].
Can we conclude directly that [itex]\lim_{n\rightarrow\infty}P(|X_n|\leq u)=P(|Z|\leq u)[/itex] where [itex]u\in (0,1)[/itex]?
Is this completely trivial or requires some proof?
Also what is the differences between convergence in distribution and weak convergence?
I found both of them quite confusing as I was given a distinct definition for both concepts while some other books (including wikipedia) say they are the same.
Thanks!
Here is my question: Given that [itex]X_n\xrightarrow{\mathcal{D}}Z[/itex] as [itex]n\rightarrow\infty[/itex] where [itex]Z\sim N(0,1)[/itex].
Can we conclude directly that [itex]\lim_{n\rightarrow\infty}P(|X_n|\leq u)=P(|Z|\leq u)[/itex] where [itex]u\in (0,1)[/itex]?
Is this completely trivial or requires some proof?
Also what is the differences between convergence in distribution and weak convergence?
I found both of them quite confusing as I was given a distinct definition for both concepts while some other books (including wikipedia) say they are the same.
Thanks!
Last edited: