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Mar 24, 2014 at 19:03 comment added Bullmoose Follow-up question posted: mathoverflow.net/questions/161282/…
Mar 24, 2014 at 18:32 comment added Bullmoose Oh, right! Didn't think about approximations in (1) and (2) in that way. The reason for (2) was to estimate the variance of the approximation for $F(x_0)$. Thanks for the pointer to the Donsker's Theorem! I think the first sentence of the "History" section of the article is very relevant to what I am doing, however, I have a question about it that I will post separately (and will link to this question). Again, thanks!
Mar 24, 2014 at 18:18 vote accept Bullmoose
Mar 24, 2014 at 12:18 history answered Noah Stein CC BY-SA 3.0