F(x) at all continuity points of F. That is Xn ¡!D X. It is usually safe to assume that the Central Limit Theorem applies whenever n 30. WORKED EXAMPLES 5 CONVERGENCE IN DISTRIBUTION EXAMPLE 1: Continuous random variable Xwith range X nâ¡(0,n] for n>0 and cdf F Xn (x) = 1 â 1 â x n n, 0

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