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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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A question on weak convergence of probability measures

Let $(\mu_{n})$ sequence of probability measures of $\mathbb{R}^{d}$ converging to the prob measure $\mu$. Then by definition we know that $\int f d\mu_{n} \longrightarrow \int f d\mu $ for f continuo …
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