Convergence, Probability, Cumulative Distribution, Statistics, Editors Pick.
X_1, X_2, X_3,…,X_n has converged in the mean to X. The concept of convergence in mean can be extended to the r-th mean as follows: Let X_1, X_2, X_3,…,X_n be a sequence of n random variables. X_n converges to X in the r-th mean or the L to the power r-th norm if the following holds true: