On the lecture week 40 ¡­

On the lecture week 40 (October 7) I established some tools for proving consistency of estimators (i.e., using the consistency of means in iid samples and the continuity properties of probability limits). However, I did not have time to give examples on the use of these tools. You will find examples on this by reading example 1, 2 and 3 in the lecture notes to Rice chapter 5. In exercise 1 in the notes you will use the tools to prove that the sample correlation coefficient is a consistent estimator of the population correlation. I have expanded the hint in that exercise slightly.