The central limit theorems (CLTs) give the asymptotic distribu- tions of sums of Theorem (Levy-Lindeberg's Theorem) . Theorem (Slutsky's theorems). e.g. Convergence of distribution, Helly Selection Theorem etc. 3. Analysis at Math level. Another important theorem we will need is Slutsky's Theorem. 3. Slutsky's Theorem. • We would like to extend the limit theorems for sample averages to statistics, which are functions of sample averages. • Asymptotic theory.
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|Published:||20 January 2015|
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Highlight critical properties of converging random variables.
The consumer will respond to this price change in two ways.