Basic Asymptotics

Ron C. Mittelhammer
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Ron C. Mittelhammer: Washington State University, Program in Statistics and Department of Agricultural Economics

Chapter 5 in Mathematical Statistics for Economics and Business, 1996, pp 221-295 from Springer

Abstract: Abstract In this chapter we establish results relating to the probability characteristics of functions of n-variate raandom variables when n is large. In particular, certain types of functions of an n-variate random variable X (n) = (X 1 ,...,X n ), say Y n = g(X 1 ,...,X n ), may converge in various ways to a constant, or the distribution of g(X(n)) may approach a “limiting” distribution as n → ∞.

Keywords: Central Limit Theorem; Asymptotic Distribution; Independent Random Variable; Triangular Array; Matrix Sequence (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3988-8_5

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DOI: 10.1007/978-1-4612-3988-8_5

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