Glossary Statistics / Term
A sequence of random variables X1, X2, X3 … converges in probability if there is a random variable X such that for any number E>0, the sequence of numbers
P(|X1 − X| < e), P(|X2 − X| < e), P(|X3 − X| < e), …
converges to 100%.
Permanent link Convergence in probability - Creation date 2021-08-07