# Questions tagged [convergence]

Convergence generally means that a sequence of a certain sample quantity approaches a constant as the sample size tends to infinity. Convergence is also a property of an iterative algorithm to stabilize on some aim value.

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### Variable converge to known distribution, then what about its likelihood function

If we only know $X$ converge to normal distribution, then is it possible to obtain its likelihood function ? I know it is impossible to get the exact likelihood function. However, can we claim that ...
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### convergence of sample covariance matrix in case sample size depends on dimesion

Let $X_1,X_2,\dots,X_n$ be random sample from $\mathcal{N}_p(\mathbf{0},\mathbf{\Sigma})$ and put $\mathbf{S}=\frac{1}{n}\sum_{i=1}^nX_iX_i^t$, which is sample covariance matrix. If $p<n$, it is ...
I'm running gradient descent code in R on an $n$=10,000 test dataset simulating insurance claims records that follow the Generalized Beta of the 2nd Kind ...