Basic Asymptotics

  • Ron C. Mittelhammer

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

Covariance Expense Dition Ghost Estima 

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Copyright information

© Springer-Verlag New York Inc. 1996

Authors and Affiliations

  • Ron C. Mittelhammer
    • 1
  1. 1.Program in Statistics and Department of Agricultural EconomicsWashington State UniversityPullmanUSA

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