A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables

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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Year of publication:	1981
Authors:	Wellner, Jon A.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 11.1981, 3, p. 309-312
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875390