Let Fn and F be c.d.f.s on IR. Show that weak convergence of Fn to F is
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Let Fn and F be c.d.f.s on IR. Show that weak convergence of Fn to F is equivalent to ρL (Fn, F) → 0, where ρL is the Lévy metric.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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