Basic Asymptotics

Ron C. Mittelhammer
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Ron C. Mittelhammer: Washington State University, School of Economic Sciences

Chapter 5 in Mathematical Statistics for Economics and Business, 2013, pp 231-293 from Springer

Abstract: Abstract In this chapter we establish some results relating to the probability characteristics of functions of n-variate random variables X (n)=(X 1,…,X n ) when n is large. In particular, certain types of functions Y n =g(X 1,…,X n ) of an n-variate random variable may converge in various ways to a constant, its probability distribution may be well-approximated by a so-called asymptotic distribution as $$ n $$ increases, or the probability distribution of g(X (n)) may converge to a limiting distribution as n → ∞.

Keywords: Asymptotic Distribution; Weak Law Of Large Numbers (WLLN); Almost-sure Convergence; Scalar Random Variables; Lindberg Condition (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-5022-1_5

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DOI: 10.1007/978-1-4614-5022-1_5

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