请输入您要查询的字词:

 

单词 ConvergenceInDistribution
释义

convergence in distribution


A sequence of distribution functionsMathworldPlanetmath F1,F2, converges weakly to a distributionfunction F if Fn(t)F(t) for each point t at which F is continuous.

If the random variablesMathworldPlanetmath X,X1,X2, have associated distribution functionsF,F1,F2,, respectively, then we say that Xn converges in distributionPlanetmathPlanetmath toX, and denote this by Xn𝐷X.

This definition holds for joint distribution functionsMathworldPlanetmath and random vectors as well.

This is probably the weakest of convergence of random variables. Some results involving this of convergenceare the central limit theoremsMathworldPlanetmath, Helly-Bray theorem, Paul Lévy continuity theorem, Cramér-Wold theorem and Scheffé’s theorem.

随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 15:25:40