=+(ii) Based on the result of (i) and using the dominated convergence theorem (Theorem 2.16), show that

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=+(ii) Based on the result of (i) and using the dominated convergence theorem

(Theorem 2.16), show that limn→∞ E(ξn|Fi−1) = E(ξ|Fi−1).

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Large Sample Techniques For Statistics

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Authors: Jiming Jiang

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=+(ii) Based on the result of (i) and using the dominated convergence theorem (Theorem 2.16), show that limn E(n|Fi1) = E(|Fi1).
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=+(ii) Based on the result of (i) and using the dominated convergence theorem (Theorem 2.16), show that

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Large Sample Techniques For Statistics

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