
handle: 11587/366454 , 11587/103144
For a continuous Young function \(\phi\) and homeomorphism h between the unit interval \(I=[0,1]\) and the extended real line \(\bar R,\) define a metric \(d_{h,\phi}\) on distribution functions f, G by \(d_{h,\phi}(F,G)=\| F\circ h-G\circ h\|_{\phi}\), where \(\| \cdot \|_{\phi}\) denotes the Orlicz norm on the space \(L^{\phi}=L^{\phi}(I,B(I),\lambda)\) where \(\lambda\) is the Lebesgue measure. It is shown that every such metric metrizes the topology of weak convergence on distribution functions.
Young function, weak convergence, Orlicz norm, Convergence of probability measures, metrics for weak convergence
Young function, weak convergence, Orlicz norm, Convergence of probability measures, metrics for weak convergence
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