Probability measure, that is not tight I was thinking about tightness of probability measures and wondered what a non-tight probability measure might look like. I couldn't really think of one. Anyone know a good example?
$\{F_n(x)=1_{[n,\infty)}(x),n\ge 1\}$ is a sequence of non-tight probability distribution functions.
$\{F_n(x)=1_{[n,\infty)}(x),n\ge 1\}$ is a sequence of non-tight probability distribution functions.