A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables |
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| Authors: | Jon A Wellner |
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| Institution: | Department of Statistics, University of Rochester, Rochester, NY 14627, U.S.A. |
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| Abstract: | The bounded-dual-Lipschitz and Prohorov distances from the ‘empirical measure’ to the ‘average measure’ of independent random variables converges to zero almost surely if the sequence of average measures is tight. Three examples are also given. |
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| Keywords: | 60F15 60B10 Bounded-dual-lipschitz metric strong law Prohorov metric convergence |
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