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Basic Asymptotics

  • Ron C. Mittelhammer
Chapter

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 → ∞.

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Ron C. Mittelhammer
    • 1
  1. 1.School of Economic SciencesWashington State UniversityPullmanUSA

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