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