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 → ∞.
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© 1996 Springer-Verlag New York Inc.
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Mittelhammer, R.C. (1996). Basic Asymptotics. In: Mathematical Statistics for Economics and Business. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3988-8_5
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DOI: https://doi.org/10.1007/978-1-4612-3988-8_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8461-1
Online ISBN: 978-1-4612-3988-8
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