Let $\mu_n$ have a normal distribution with mean $0$ and variance $n$. Then, $\mu_n((-\infty, x]) \to 1/2$ for all $x$?
The statement is from Rick Rurrett's Probability: Theory and Examples. I am a little confused. Any help would be appreciated!
2026-04-07 03:16:58.1775531818
convergence in distribution of normal distributions
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