Asymptotic inference tools for convergence, approximation, and large-sample estimator behavior.

Notes

AreaNoteStatus
AsymptoticsLaw of Large Numbersdraft
AsymptoticsDelta Methoddraft

Learning Use

  • Use LLN to reason about sample averages and consistency.
  • Use the delta method for nonlinear transformations of asymptotically normal estimators.
  • Prepare for estimation theory and statistical learning generalization arguments.