### Travis McKee

Discussion -Can anyone help me to understand Convergence in Probability?

P(|Xn - X| < e) -> 0, as n goes to infinity.

This makes sense if X is a constant, but how could this ever be true if X is a random variable? No matter what Xn should go to the same value at infinity, but X could go to any value within its range. This seems like a nonsensical statement to me.

It makes perfect sense for the law of large numbers, because the expectation is a constant and not an r.v.. But with X I just don't get it.

P(|Xn - X| < e) -> 0, as n goes to infinity.

This makes sense if X is a constant, but how could this ever be true if X is a random variable? No matter what Xn should go to the same value at infinity, but X could go to any value within its range. This seems like a nonsensical statement to me.

It makes perfect sense for the law of large numbers, because the expectation is a constant and not an r.v.. But with X I just don't get it.

1

6 comments

Oppus, missing probable rate to either zero or one as the existence.

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