Lecture 2 – January 11 - Stanford University
https://web.stanford.edu:443/class/stats300b/ScribeNotes/2021/lecture-02.pdf
WEBNow by the continuous mapping theorem, we have that 1 2 (r n(T n ))Tr2˚( )(r n(T n )) d! 1 2 TTr2˚( )T: (4) So combining (2), (3), (4) and using Slutsky’s lemma, we get the desired convergence in distribution. Example 3: Estimating the parameter of a Bernoulli random variable. Suppose 2(0;1), X i ˘Bernoulli( ). To estimate , we may use the ...
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