Convergence, Probability, Cumulative Distribution, Statistics, Editors Pick.
distribution to X, all that means is that for any x, the fraction of observed values of X_n that are less than or equal to x is the same for both X_n and X. And that’s the only promise that convergence in distribution gives you. For example, if the sequence of random variables X_1, X_2, X_3,…,X_n