Take a random sample {X1, ...,Xn}. Which of the following statistics converge in probability by the weak

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Take a random sample {X1, ...,Xn}. Which of the following statistics converge in probability by the weak law of large numbers and continuous mapping theorem? For each, which moments are needed to exist?

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(g) 1n Pni Æ1 XiYi .

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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Take a random sample {X1, ...,Xn}. Which of the following statistics converge in probability by the weak

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(2) , . () . (c) maxisnXi. () - (). (e) assuming E[X]>0. i=1 (f) 1{X>0}.

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Probability And Statistics For Economists

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