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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

Central Limit Theorem Asymptotic Distribution Independent Random Variable Triangular Array Matrix Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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