Part VII — Asymptotic Theory¶
What happens as the sample grows. The three modes of convergence — almost surely, in probability, and in distribution — organize this part: the weak and strong laws of large numbers, the Central Limit Theorem, and the mapping theorems (delta method, Slutsky, continuous mapping) that turn them into usable asymptotics.
Topics¶
| Topic | Focus |
|---|---|
| The Weak Law of Large Numbers | Markov and Chebyshev inequalities and convergence of sample means in probability |
| The Strong Law of Large Numbers | Almost-sure convergence of sample means |
| The Central Limit Theorem | Convergence in distribution of standardized sums to the normal |
| The Delta Method | Asymptotic distributions of smooth functions of estimators |
| Slutsky's Theorem | Combining convergence in distribution with convergence in probability |
| Continuous Mapping Theorem | Convergence preserved under continuous transformations |