8.12 Suppose that kn[n g()] tends in law to a continuous limit distribution H. Prove that:...
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8.12 Suppose that kn[δn − g(θ)] tends in law to a continuous limit distribution H. Prove that:
(a) If k
n/kn → d = 0 or ∞, then k
n[δn − g(θ)] also tends to a continuous limit distribution.
(b) If k
n/kn → 0 or ∞, then k
n[δn − g(θ)] tends in probability to zero or infinity, respectively.
(c) If kn → ∞, then δn → g(θ) in probability.
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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