Name the types of convergence. Describe any two.
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There are four types of convergence-
they are as follows-
1) convergence in distribution
2) convergence in probability
3) convergence in mean
4) almost sure convergence
convergence in distribution
The first fact to notice is that convergence in distribution, as the name suggests, only involves the distributions of the random variables. Thus, the random variables need not even be defined on the same probability space (that is, they need not be defined for the same random experiment), and indeed we don't even need the random variables at all.
convergence in probability
Convergence in probability of a sequence of random variables. ... The concept of convergence in probability is based on the following intuition: two random variables are "close to each other" if there is a high probability that their difference is very small. Let be a sequence of random variables defined on a sample space
they are as follows-
1) convergence in distribution
2) convergence in probability
3) convergence in mean
4) almost sure convergence
convergence in distribution
The first fact to notice is that convergence in distribution, as the name suggests, only involves the distributions of the random variables. Thus, the random variables need not even be defined on the same probability space (that is, they need not be defined for the same random experiment), and indeed we don't even need the random variables at all.
convergence in probability
Convergence in probability of a sequence of random variables. ... The concept of convergence in probability is based on the following intuition: two random variables are "close to each other" if there is a high probability that their difference is very small. Let be a sequence of random variables defined on a sample space
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convergence of probably
convergence of mean
convergence of distribution
almost sure convergence
convergence of mean
convergence of distribution
almost sure convergence
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