Glivenko-Cantelli lemma

Glivenko-Cantelli lemma

[gli′veŋ·kō kan′tel·ē ′lem·ə]
(mathematics)
The empirical distribution functions of a random variable converge uniformly in probability to the distribution function of the random variable.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.