Uniform convergence in probability is a form of convergence in probability in statistical asymptotic theory and probability theory. It means that, under...
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In the mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions...
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In probability theory, there exist several different notions of convergence of sequences of random variables, including convergence in probability, convergence...
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function f[citation needed]. As before, this convergence is non-uniform in f. The notion of total variation convergence formalizes the assertion that the measure...
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weak convergence is weaker than strong convergence. In fact, strong convergence implies convergence in probability, and convergence in probability implies...
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Law of large numbers (redirect from Uniform weak law of large numbers)
of this sequence converges in probability to E[f(X,θ)]. This is the pointwise (in θ) convergence. A particular example of a uniform law of large numbers...
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topics: convergence) Convergence in distribution and convergence in probability, Convergence in mean, mean square and rth mean Almost sure convergence Skorokhod's...
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\scriptstyle {\hat {\theta }}} is consistent for θ0. The uniform convergence in probability of Q ^ n ( θ ) {\displaystyle \scriptstyle {\hat {Q}}_{n}(\theta...
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only if they are uniformly integrable. This is a generalization of Lebesgue's dominated convergence theorem, see Vitali convergence theorem. Rudin, Walter...
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(senses or species) of convergence in the settings where they are defined. For a list of modes of convergence, see Modes of convergence (annotated index) Each...
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Central limit theorem (category Theorems in probability theory)
normal cdf evaluated at z . {\displaystyle z.} The convergence is uniform in z {\displaystyle z} in the sense that lim n → ∞ sup z ∈ R | P [ n ( X ¯ n...
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Markov chain Monte Carlo (section Convergence)
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution...
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above probability approaches 1 as m → ∞ {\displaystyle m\to \infty } . I.e, the family H {\displaystyle H} enjoys uniform convergence in probability. Vapnik...
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Maximum likelihood estimation (category Probability distribution fitting)
\in \Theta .} By the uniform law of large numbers, the dominance condition together with continuity establish the uniform convergence in probability of...
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{\displaystyle f(x)} . uniform convergence -- In pointwise convergence, some (open) regions can converge arbitrarily slowly. With uniform convergence, there is a...
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Stochastic equicontinuity (category Probability stubs)
with other conditions, can be used to show uniform weak convergence, which can be used to prove the convergence of extremum estimators. Let { H n ( θ ) :...
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gives a sufficient condition for the convergence of expected values of random variables. Lebesgue's dominated convergence theorem. Let ( f n ) {\displaystyle...
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In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary...
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Glivenko–Cantelli theorem (category Theorems in probability theory)
empirical distribution function converges uniformly to the true distribution function almost surely. The uniform convergence of more general empirical measures...
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(4): 809–837. doi:10.2307/2938351. JSTOR 2938351. — (1991). "Uniform Convergence in Probability and Stochastic Equicontinuity". Econometrica. 59 (4): 1161–1167...
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mutation probabilities. Population diversity is another measure which has been extensively used in studies to measure premature convergence. However,...
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A prior probability distribution of an uncertain quantity, simply called the prior, is its assumed probability distribution before some evidence is taken...
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Almost surely (redirect from Probability 1)
in measure theory Convergence of random variables, for "almost sure convergence" With high probability Cromwell's rule, which says that probabilities...
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In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of possible outcomes...
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Berry–Esseen theorem (category Theorems in statistics)
In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random...
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Expected value (category Theory of probability distributions)
In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value...
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Slutsky's theorem (category Theorems in probability theory)
{d}}} denotes convergence in distribution. Notes: The requirement that Yn converges to a constant is important — if it were to converge to a non-degenerate...
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decomposition UIMA UPGMA Ugly duckling theorem Uncertain data Uniform convergence in probability Unique negative dimension Universal portfolio algorithm User...
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Softmax function (redirect from Softmax function in statistical mechanics)
into a probability distribution of K possible outcomes. It is a generalization of the logistic function to multiple dimensions, and is used in multinomial...
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Convergence in measure is either of two distinct mathematical concepts both of which generalize the concept of convergence in probability. Let f , f n...
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