[R] looking for reference that covers convergence in distribution

Ben Bolker bolker at ufl.edu
Sun Oct 18 17:46:49 CEST 2009

Peng Yu 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!

I wonder if "All of Statistics" by Wasserman would be useful. It's uneven
but seems to be a pretty good whirlwind review of various topics.
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