ELI5: Explain Like I'm 5

Uniform convergence in probability

Imagine you and your friends are playing basketball. You are all wearing the same uniform and your coach wants you all to be playing well together. In the same way, uniform convergence in probability is like ensuring that a group of random variables (like your teammates) is working well together.

Now, let's say your coach wants all of you to shoot the ball with a certain accuracy. He doesn't want one player shooting well while the others are not making any shots at all. Similarly, uniform convergence in probability means that a group of random variables are all getting close to the correct answer at roughly the same rate. It’s like they are all aiming at the same target with similar accuracy.

To understand this better, let's say there's a person who has measured the weight of potatoes at a local store. The person knows the average weight of a potato, but sometimes the weight of a potato can be more or less than the average. Uniform convergence in probability means that the fluctuations in the weight of the potatoes are relatively consistent and should be distributed evenly.

Think of it like if you were trying to throw a beanbag into a bucket. You might miss a few times, but if you keep trying your aim will eventually get better. Uniform convergence in probability is like all of the beanbags getting closer to the bucket in a similar way so that they all end up in the bucket eventually.

So, to sum it up, uniform convergence in probability means that a group of random variables are all getting closer to the same answer with roughly the same consistency. It's like shooting for the same basket with the same accuracy or throwing beanbags at a bucket to get them all in.