Basic Limit Theorems
Offered By: statisticsmatt via YouTube
Course Description
Overview
Syllabus
Basic Limit Theorems (1/11): Some Modes of Convergence.
Basic Limit Theorems (2/11): Convergence in probability implies convergence in Distribution.
Basic Limit Theorems (3/11): Convergence Almost Surely Implies Convergence in Probabilty.
Basic Limit Theorems (4/11): Examples with Modes of Convergence.
Basic Limit Theorems (5/11): Levy Continuity Theorem. Polya Theorem..
Basic Limit Theorems (6/11): Central Limit Theorem.
Basic Limit Theorems (7/11): Law of Large Numbers.
Basic Limit Theorems (8/11): Proof of WLLN without Assumption of Finite Variane.
Basic Limit Theorems (9/11): Continuous Mapping Theorem.
Basic Limit Theorems (10/11): Slutsky's Theorem.
Chi square approximation to an F Distribution.
Nth Order Statistic from a Uniform Converges in Distribution to an Exponential.
Lindeberg CLT Condition not Satisfied. Variable Still Converges to a Standard Normal..
Some Inplications of the Lindeberg Central Limit Theorem.
Lyapunov's Central Limit Theorem.
Proof of Lindeberg's Central Limit Theorem.
Proof that (1+a/n)^(bn) converges to e^(ab).
Taught by
statisticsmatt
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