Let Fn = (1 n1)N(0, 1) + n1????n2 , where ????x is the point-mass at x.

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Let Fn = (1 − n−1)N(0, 1) + n−1????n2 , where ????x is the point-mass at x. Verify that Fn → N(0, 1), but its mean and variance tend to infinity.

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Robust Statistics Theory And Methods

ISBN: 9781119214687

2nd Edition

Authors: Ricardo A. Maronna, R. Douglas Martin, Victor J. Yohai, Matías Salibián-Barrera

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