Asymptotically Normal Estimator

An Asymptotically Normal Estimator is a Consistent Estimator whose ...

• See: Delta Method Algorithm, Central Limit Theorem.

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References

• http://en.wikipedia.org/wiki/Estimator#Asymptotic_normality
  • An asymptotically normal estimator is a consistent estimator whose distribution around the true parameter \theta approaches a normal distribution with standard deviation shrinking in proportion to 1/\sqrt{n} as the sample size [math]\displaystyle{ n }[/math] grows.

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