Slutsky引理在统计量渐近分布中的应用

The Applications of Slutsky Lemma in Asymptotic Distribution of Statistics

Slutsky引理是概率论与数理统计教学中一极其重要的引理,在统计量渐近分布中用处十分广泛.本文主要通过实例说明了Slutsky引理在t统计量、样本方差、δ-方法证明等统计量极限分布中的应用。

Slutsky lemma is an important conclusion in the teaching of probability and statistics, and it has wide applications in the derivative of the asymptotic distribution of statistics. In this paper, we mainly elaborate the applications of Slutsky lemma in the asymptotic distributions of t statistics, sample distribution and deltamethod through some examples.