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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Weak-convergence of probability measures implies the convergence of the measure of a continu...

Let $\Omega$ be a Polish space and $\mathcal{B}(\Omega)$ be its Borel $\sigma$-algebra. Let $\{\mu_n\}$ be a sequence of probability measures on $\mathcal{B}(\Omega)$ such that $\mu_n$ weak-converges …