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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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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