Types of convergences of random variables.











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I have seen different types of convergence among random variables




  1. Almost sure.

  2. In mean.

  3. In probability.

  4. In distribution.


What are the differences between them, I'm looking for a more intuitive answer.
In addition, every type of convergence has a particular mode to check the convergence. I realized for example, that to check convergence in mean and probability you have to use a lot of inequalities.
Is there advices to check every convergence?










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  • This question is related
    – saz
    Nov 19 at 19:05










  • Thank you. I will give a try.
    – Bayesian guy
    Nov 20 at 0:03















up vote
0
down vote

favorite












I have seen different types of convergence among random variables




  1. Almost sure.

  2. In mean.

  3. In probability.

  4. In distribution.


What are the differences between them, I'm looking for a more intuitive answer.
In addition, every type of convergence has a particular mode to check the convergence. I realized for example, that to check convergence in mean and probability you have to use a lot of inequalities.
Is there advices to check every convergence?










share|cite|improve this question






















  • This question is related
    – saz
    Nov 19 at 19:05










  • Thank you. I will give a try.
    – Bayesian guy
    Nov 20 at 0:03













up vote
0
down vote

favorite









up vote
0
down vote

favorite











I have seen different types of convergence among random variables




  1. Almost sure.

  2. In mean.

  3. In probability.

  4. In distribution.


What are the differences between them, I'm looking for a more intuitive answer.
In addition, every type of convergence has a particular mode to check the convergence. I realized for example, that to check convergence in mean and probability you have to use a lot of inequalities.
Is there advices to check every convergence?










share|cite|improve this question













I have seen different types of convergence among random variables




  1. Almost sure.

  2. In mean.

  3. In probability.

  4. In distribution.


What are the differences between them, I'm looking for a more intuitive answer.
In addition, every type of convergence has a particular mode to check the convergence. I realized for example, that to check convergence in mean and probability you have to use a lot of inequalities.
Is there advices to check every convergence?







probability probability-theory






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share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Nov 19 at 18:59









Bayesian guy

47110




47110












  • This question is related
    – saz
    Nov 19 at 19:05










  • Thank you. I will give a try.
    – Bayesian guy
    Nov 20 at 0:03


















  • This question is related
    – saz
    Nov 19 at 19:05










  • Thank you. I will give a try.
    – Bayesian guy
    Nov 20 at 0:03
















This question is related
– saz
Nov 19 at 19:05




This question is related
– saz
Nov 19 at 19:05












Thank you. I will give a try.
– Bayesian guy
Nov 20 at 0:03




Thank you. I will give a try.
– Bayesian guy
Nov 20 at 0:03















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