We shall now introduce a new concept of convergence, that is convergence in probability or stochastic convergence which is defined as follows

A sequence of random variables X1, X2,…. Xn,… is said to converge in probability to a constant a, if for any Є >0.

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- Mathematical Expectation And Generating Function
- Expectation Of A Function Of A Random Variable
- Addition Theorem Of Expectation
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- Correlation Coefficient
- Moments Of Bivariate Probability Distributions
- Conditional Expectation And Conditional Variance

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