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单词 HellyBrayTheorem
释义

Helly-Bray theorem


Let F,F1,F2, be distribution functionsMathworldPlanetmath. If Fn converges weakly (http://planetmath.org/ConvergenceInDistribution) to F, then

g(x)𝑑Fn(x)ng(x)𝑑F(x)

for each continuousMathworldPlanetmathPlanetmath bounded function g:.

Remark. The integrals involved are Riemann-Stieltjes integrals.

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