Helly-Bray theorem


Let F,F1,F2, be distribution functionsMathworldPlanetmath. If Fn converges weakly (http://planetmath.org/ConvergenceInDistribution) to F, then

g(x)𝑑Fn(x)ng(x)𝑑F(x)

for each continuousMathworldPlanetmathPlanetmath bounded function g:.

Remark. The integrals involved are Riemann-Stieltjes integrals.

Title Helly-Bray theorem
Canonical name HellyBrayTheorem
Date of creation 2013-03-22 13:14:18
Last modified on 2013-03-22 13:14:18
Owner Koro (127)
Last modified by Koro (127)
Numerical id 6
Author Koro (127)
Entry type Theorem
Classification msc 60E05