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I need help undersanding convergence in distribution
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here is both the problem and the solution:
I do not understand what this last line means, my definition of convergence in distribution is this:
Im confused because the limit as n goes to infinity for the cdf is zero, since y < infinity, and its impossible for something to be greater than infinity, but that means that the cdf of Yn at y =0 is the same thing as the cdf of yn as n goes to infinity so why are we saying there is no limiting distribution ?
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