[R] looking for reference that covers convergence in distribution

[Kjetil Halvorsen]

see below.

On Sat, Oct 17, 2009 at 5:51 PM, Peng Yu <pengyu.ut at gmail.com> wrote:
> On Sat, Oct 17, 2009 at 3:28 PM, Peter Dalgaard
> <p.dalgaard at biostat.ku.dk> wrote:
>> Ben Bolker wrote:
>>>
>>>
>>> Peng Yu wrote:
>>>>
>>>> I am looking for a good probability book that describes convergence in
>>>> distribution. I have looked through Introduction to Probability by
>>>> Charles M. Grinstead, J. Laurie Snell, but I don't find any formal
>>>> description on convergence in distribution. Could somebody recommend a
>>>> good book that cover this topic? Thank you!
>>>>
>>>>
>>>
>>> This mailing list is for R help, not general statistics help. May I
>>> respectfully request that you
>>> take your questions to a statistics help list instead?
>>>
>>
>> You may want to check out the R package ConvergenceConcepts, though.
>> Supporting article due to appear in the next issue of the R Journal.
>
> I have checked sci.stat.math before my original post. But it is
> seriously flooded with junk posts. Before this problem is fixed, it is
> probably not very helpful to post anything there.
>
> I know my question is rudimentary. There are so many probability and
> statistics textbook online, and it is difficult for me to figure out
> which one fits my need. If you happen to know which book is the best
> for me to learn convergence in distribution, please let me know. Thank
> you!

But that is'nt really possible since you did not state anything about
approximate level needed. One nice book discussing uses of
this theory almost without proofs is E L Lehmann:
"Elements of Large-Sample Theory"  Springer

Kjetil

>
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