What is Converjence in probability???
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Explanation:
- 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. Let be a random variable and a strictly positive number
Answered by
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Topic :- convergence in probability
Information :-
Convergence in probability is stronger than convergence in distribution. In particular, for a sequence X1X1, X2X2, X3X3, ⋯⋯ to converge to a random variable XX, we must have that P(|Xn−X|≥ϵ)P(|Xn−X|≥ϵ) goes to 00 as n→∞n→∞, for any ϵ>0ϵ>0. To say that XnXn converges in probability to XX, we write
Formual :-
Xn →p X.
Xn →p X.
Here is the formal definition of convergence in probability:
Convergence in Probability
More to know :-
A sequence of random variables X1X1, X2X2, X3X3, ⋯⋯ converges in probability to a random variable XX, shown by Xn →p XXn →p X, if
limn→∞P(|Xn−X|≥ϵ)=0, for all ϵ>0.
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