Large Sample Theory

Catalog description

Treats various limiting techniques which can be used to predict the behavior of statistics computed from large data sets. The characteristic function is used in deriving the law of large numbers and various forms of the central limit theorem, including the multivariate normal case. The central and noncentral chi-square distributions are derived as the probability law for certain statistics in the limit. Other topics discussed include modes of probabilistic convergence, speed of convergence, and large sample approximation procedures.