Mathematical Statistics. Lecture 2. Large sample asymptotics
Lecture 2 introduces the two important ideas in statistics: the law of large numbers and the central limit theorem. You can find the illustration of these concepts based on the computer simulations
Timeline:
00:00 Introduction
05:05 Convergence in probability
27:41 Weak law of large numbers
35:00 Convergence in distribution
56:17 Central limit theorem
The course “Mathematical Statistics“ for the 2nd year bachelors in Economics
Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022
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Mathematical Statistics. Lecture 1. Sampling and statistics