Vague Convergence

Author

John Robin Inston

Published

September 25, 2026

The sequence of distribution functions \(F_{n}\) converges vaguely to \(F\) (\(F_{n}\stackrel{v}{\to}F\)), if for every finite interval of continuity \(I=(a,b]\) of \(F\) (i.e. \(a,b \in \mathcal{C}(F)\)), we have \(F_{n}(I)\to F(I)\).

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