Can someone explain what plim is? - Mathematics Stack Exchange
Oct 30, 2012 · In my Introductory Econometrics class we discussed a concept of "plim" or "probability limit. I'm not sure what this means though and my professor doesn't explain it well at all. Can …
probability theory - Why does plim converge to expected value ...
May 17, 2021 · Why does plim converge to expected value? Ask Question Asked 4 years, 7 months ago Modified 4 years, 7 months ago
probability theory - plim$ (g (X_n\cdot Y_n)) = g (X\cdot Y)$ where ...
The comment by zhoraster helped me figure it out. Since we know each Random Variable converges in probability to something, and convergence is probability for a random vector is defined as element …
Show that $plim A_n = plim B_n$ implies $plim V(A_n) = plim V(B_n)$
Apr 28, 2023 · The multivariate version of cauchy-schwarz that I know is \begin {equation} \mathrm {Var} (B_n) \ge \mathrm {Cov} (B_n,A_n) \mathrm {Var} (A_n)^ {-1} \mathrm {Cov} (A ...
Asymptotic distribution of OLS estimator in a linear regression
Mar 29, 2020 · So I applied the CLT incorrectly? Because $\hat {\beta}$ is not a sample mean?
uniform convergence on compacts in probability is preserved under ...
Apr 27, 2021 · It is preserved under uniformly continuous $f$. This is an easy consequence of the definition of uniform continuity.
Bias and variance of IV estimation - Mathematics Stack Exchange
Mar 30, 2019 · where we have used homoskedasticity, plim properties and Central Limit Theorem (explaining the $\frac {1} {n}$)
Distribution of likelihood ratio in a test on the unknown variance of a ...
1. The wikipedia article writes the same thing as I do, because $ (\chi^2_k-k) = \sum_k\chi^2_1 -k = \sum_k (\chi^2_1 -1)$. 2. No, I was just paying my dues to mathematical rigor. Note also at what rate …
Split up sum of products $\sum {a_i b_i}\approx (1/N)\sum {a_i}\sum {b ...
ohh yea.. I meant approximation.. it should be equivalent in the limit, that is they are asymptotically the same.. I correct it into $\approx$
measure theory - Mathematics Stack Exchange
Hope I can revive this old question. I just started on the subject of martingale convergence and convergence of random variables plays a big part in that. I was wondering about your statement "For …