=+that f.(x) - 0 except on a set of Lebesgue measure 0; on this exceptional set, redefine
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=+that f.(x) - 0 except on a set of Lebesgue measure 0; on this exceptional set, redefine f (x) =0 for all n, so that f.(x) - 0 everywhere. Show that the distributions corresponding to these densities converge weakly to Lebesgue measure confined to the unit interval.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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