Category
page 1Asymptotic theory (statistics)
law of large numbers
theorem that describes the result of performing the same experiment a large number of times
central limit theorem
key theorem in probability theory
Slutsky's theorem
theorem in probability theory
consistent estimator
statistical estimator converging in probability to a true parameter as sample size increases
law of the iterated logarithm
theorem
Glivenko–Cantelli theorem
theorem
large deviations theory
branch of probability theory
asymptotic distribution
probability distribution to which random variables or distributions "converge"
U-statistic
In statistical theory, a U-statistic is a class of statistics defined as the average over the application of a given function applied to all tuples of a fixed size. The letter "U" stands for unbiased. In elementary statistics, U-statistics arise naturally in producing minimum-variance unbiased estimators.