- #1
Glass
- 24
- 0
Hi,
What is meant by "convergence of random variables"? Specifically, this statement confuses me:
The sequence of random variables [tex] X_1, X_2, ... , X_n [/tex] is said to converge in probability to the constant c if for any [tex] \epsilon > 0[/tex]:
[tex] \lim_{n \rightarrow \infty} P(\vert X_n - c \vert < \epsilon) = 1 [/tex]
What is meant by "convergence of random variables"? Specifically, this statement confuses me:
The sequence of random variables [tex] X_1, X_2, ... , X_n [/tex] is said to converge in probability to the constant c if for any [tex] \epsilon > 0[/tex]:
[tex] \lim_{n \rightarrow \infty} P(\vert X_n - c \vert < \epsilon) = 1 [/tex]