5. Approximation Theorems Flashcards
1
Q
Lemma 5.1
Markov inequality
A
2
Q
Lemma 5.2
Chebyshev’s inequality
A
3
Q
Definition 5.1
Convergence in probability.
A
4
Q
Theorem 5.1
Weak Law for Large Numbers
A
5
Q
Definition 5.2
Weak convergence (convergence in distribution)
A
6
Q
Definition 5.3
Convergence in quadratic mean.
A
7
Q
Lemma 5.3
X_n -> X in 2-mean => …
A
8
Q
Lemma 5.4
X_n -> X in probability => …
A
9
Q
Lemma 5.5
If Z, Z_1, Z_2, … have MGFs defined on (-c, c) and M_Z_n (k) -> M_Z(k), then …
A
10
Q
Theorem 5.2
Central limit theorem.
A
11
Q
Theorem 5.3
Continuous mapping theorem.
A
12
Q
Theorem 5.4
Slutksky’s Theorem.
A
