Convergence, Probability, Cumulative Distribution, Statistics, Editors Pick.
X_1, X_2,…,X_(n-1) that precedes it. In our wave height scenario, Z_bar_n converges in distribution to N(0, 1). The standardized sample mean converges in distribution to the standard normal random variable N(0, 1) (Image by Author) Not all sequences of random variables will converge in distribution