[R] looking for reference that covers convergence in distribution

[Peng Yu]

On Sat, Oct 17, 2009 at 3:28 PM, Peter Dalgaard
<p.dalgaard at biostat.ku.dk> wrote:
> Ben Bolker wrote:
>>
>>
>> Peng Yu wrote:
>>>
>>> I am looking for a good probability book that describes convergence in
>>> distribution. I have looked through Introduction to Probability by
>>> Charles M. Grinstead, J. Laurie Snell, but I don't find any formal
>>> description on convergence in distribution. Could somebody recommend a
>>> good book that cover this topic? Thank you!
>>>
>>>
>>
>> This mailing list is for R help, not general statistics help. May I
>> respectfully request that you
>> take your questions to a statistics help list instead?
>>
>
> You may want to check out the R package ConvergenceConcepts, though.
> Supporting article due to appear in the next issue of the R Journal.

I have checked sci.stat.math before my original post. But it is
seriously flooded with junk posts. Before this problem is fixed, it is
probably not very helpful to post anything there.

I know my question is rudimentary. There are so many probability and
statistics textbook online, and it is difficult for me to figure out
which one fits my need. If you happen to know which book is the best
for me to learn convergence in distribution, please let me know. Thank
you!