Probability measures μ_n → μ weakly (or in distribution) iff ∫ f dμ_n → ∫ f dμ for every bounded continuous f. Characterised by Portmanteau and Prokhorov theorems.
Probability measures μ_n → μ weakly (or in distribution) iff ∫ f dμ_n → ∫ f dμ for every bounded continuous f. Characterised by Portmanteau and Prokhorov theorems.