Find conditions under which sample averages of the following functions are stochastically equicontinuous. (a) g (X,)
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Find conditions under which sample averages of the following functions are stochastically equicontinuous.
(a) g (X,µ) Æ Xµ for µ 2 [0,1].
(b) g (X,µ) Æ Xµ2 for µ 2 [0,1].
(c) g (X,µ) Æ X/µ for µ 2 [a,1] and a È 0. Can a Æ 0?
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