The Limit funtion in the definition of Covergence in Distribution
$$lim_{n\to\infty} F_{n}(x)=F(x)$$
It is said "F(x) or the limit funtion may or may not be Distibution function".
I need the reason behind the statement.
The Limit funtion in the definition of Covergence in Distribution
$$lim_{n\to\infty} F_{n}(x)=F(x)$$
It is said "F(x) or the limit funtion may or may not be Distibution function".
I need the reason behind the statement.