Real random variables converge in distribution exactly when the expectations of converge to that of f(X) for every three times continuously differentiable f that is bounded together with its first three derivatives.
In the setting of Convergence of Probability Measures and Random Elements: Standing Notation, for each let be a random variable on a probability space , with the expectation there, and let be a random variable on .
Smooth test functions. if and only if
for every such that and its successive derivatives and are differentiable, is continuous, and there is a real with on .
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