Appendix: Statistics

The Central Limit Theorem

These notes are intended to provide a “fast” collection of theoretical definitions, theorems, and concepts for Statistics as a refresher and a collection of definitions, theorems, and corollaries only, and as an Appendix to my “A Complete Introduction to Time Series Analysis” series. Although some proofs are provided, no examples are provided. A great resource to look into is the book “Mathematical Statistics with Applications” .

Note: Since I might sometimes make changes on this page by adding/updating some theorems, etc. the number of each item might not be in order or repeated. This will not be the case in the actual book~. Please don’t mind it too much!

Estimators

Bias

MSE

Consitency and Convergence in Probability