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Convergence Concepts

  • Sidney I. Resnick
Chapter

Abstract

Much of classical probability theory and its applications to statistics concerns limit theorems; that is, the asymptotic behavior of a sequence of random variables. The sequence could consist of sample averages, cumulative sums, extremes, sample quantiles, sample correlations, and so on. Whereas probability theory discusses limit theorems, the theory of statistics is concerned with large sample properties of statistics, where a statistic is just a function of the sample.

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Copyright information

© Springer Science+Business Media New York 2005

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringIthacaUSA

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