This web page gives some links to the slides for Stat 5101 for the Stat 5102 review session Tuesday, September, 13, 2016.
- Random Vectors
- Change of Variable
- Multivariate Normal Distribution
- When do integrals or expectations exist?
- deck 6, slide 2, ff.
- deck 6, slide 9. (Case I theorem, behavior at infinity).
- deck 6, slides 24–25. (Case II theorem, behavior at a point).
- Asymptotics
- deck 2, slide 117, ff. (univariate convergence in probability to a constant)
- deck 7, slide 3, ff. (univariate convergence in distribution)
- deck 7, slide 32, ff. (univariate central limit theorem)
- deck 7, slide 46, ff. (univariate continuous mapping theorem)
- deck 7, slide 50, ff. (univariate Slutsky's theorem)
- deck 7, slide 52, ff. (univariate delta method theorem)
- deck 7, slide 64, ff. (variance stabilizing transformations)
- deck 7, slide 73, ff. (multivariate convergence in probability to a constant)
- deck 7, slide 79, ff. (multivariate convergence in distribution)
- deck 7, slide 86, ff. (multivariate continuous mapping theorem)
- deck 7, slide 87, ff. (multivariate Slutsky's theorem)
- deck 7, slide 90, ff. (multivariate central limit theorem)
- deck 7, slide 96, ff. (multivariate delta method)
