For n ¥1, let F n and F be d.f.s of r.v.s let f n be real-valued
Question:
(i) Fn F as n .
(ii)
(iii) uniformly on finite intervals.
(iv)
dF and g dF < .
Then show that
Use the Helly-Bray Lemma
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R, let f : R → R
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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