Definition

Suppose sequence X1,X2,...X_1, X_2,... has cdf Fn(x)F_n(x), and random variable XX has cdf F(x)F(x). The sequence is said to converge in distribution (d) to XX, i.e. Xn d XX_n \ \xrightarrow{d}\ X, if

limnFn(x)=F(x)\lim_{n \to \infty} F_n(x) = F(x)

for all xx at which F(x)F(x) is continuous.


References

  1. https://www.probabilitycourse.com/chapter7/7_2_4_convergence_in_distribution.php