Real random variables converge in distribution exactly when their distribution functions converge at every point where the limiting distribution function is continuous.
In the setting of Convergence of Probability Measures and Random Elements: Standing Notation, for each let be a random variable on a probability space , and let be a random variable on .
Convergence of the distribution functions. If , then
for every at which is continuous.
The converse. If for every at which is continuous, then .
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