Talk:Econometric Theory/Asymptotic Convergence
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So far just tried to think of a basic structure to the chapter.--Alistair 23:43, 29 July 2005 (UTC)
I don't know how to use the AMS math packages to get the \xrightarrow{p} symbol for convergence in probability, as such the formatting is slightly off... Also, as is obvious, my formatting of the definition of Convergence in probability is rather clumsy.--Alistair 12:23, 30 July 2005 (UTC)
[edit] Is the example of almost-sure convergence correct?
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I am not sure that the example of almost-sure convergence is correct. See, for example, Problem 3 on this quiz and the answer from the answer key. (Both are PDF files.) In the quiz, the sequence Zn seems equivalent to the sequence provided in the example on this page. But the answer-key argument is that this sequence does not almost-surely converge. The argument here is more straightforward than the one in the quiz, and it seems right to me. But I am inexpert and would like to know what others think. John G Bullock 18:14, 3 July 2007 (UTC) |
The example is not right. See http://books.google.de/books?id=irKSXZ7kKFgC&pg=PA93&lpg=PA92&dq#v=onepage&q=&f=false.
[edit] Example of Convergence in distribution
The example was adapted from Michael Hardy's text in the wikipedia: w:Talk:Convergence of random variables. Albmont (talk) 17:19, 31 October 2008 (UTC)