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On the continuity property of the probability function and its applications
Journal article   Open access

On the continuity property of the probability function and its applications

Subhash Bagui and K. L. Mehra
Applied mathematical sciences, Vol.15(11), pp.519-543
2021

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Abstract

In this paper, we study the ‘continuity’ property of probability functions and explore thoroughly its well-known “equivalence” to the axiom of ‘countable additivity’. Students in early university courses in Probability and Statistics are often quite fearful of dealing with topics involving ‘convergence’ of random variables - and their distributions - where the ‘continuity’ property plays a major role, namely, those involving notions of almost sure (a.s.) convergence, convergence in probability (pr.) or convergence in distribution (d) etc.. We illustrate this via simple well-structured proofs and multiple informative examples. A lack of adequate emphasis on the ‘continuity’ property in early courses creates a gap in students’ understanding of the role of convergence of distributions in large sample statistical analysis. This article aims to fill up this gap. The article is directed towards students and teachers of introductory courses in Probability and Statistics.
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