In this paper we consider the notion of generalized density, namely, the natural density of weight g was introduced by Balcerzak et al. (Acta Math. Hungar. 147(1) (2015) 97–115) and the entire investigation is performed in the setting of probability space extending the recent results of Ghosal (Appl. Math. Comput. 249 (2014) 502–509) and Das et al. (Filomat 31(5) (2017) 1463–1473).