Continuous mapping theorem: Difference between revisions

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Convergence in distribution: another way of defining the weak convergence implies an easy proof.
Convergence in distribution: edited wrong maths symbol
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: <math> \mathbb E f(X_n) \to \mathbb E f(X)</math> for every bounded continuous functional ''f''.
 
So it suffices to prove that <math> \mathbb E f(g(X_n)) \to \mathbb E f(g(X))</math> for every bounded continuous functional ''f''. Note that ''<math> F = f \circ g''</math> is itself a bounded continuous functional. And so the claim follows from the statement above.
 
 
===Convergence in probability===