A detailed treatment of Doob's theorem
Statistics Theory
2018-01-11 v1 Statistics Theory
Abstract
Doob's theorem provides guarantees of consistent estimation and posterior consistency under very general conditions. Despite the limitation that it only guarantees consistency on a set with prior probability 1, for many models arising in practice, Doob's theorem is an easy way of showing that consistency will hold almost everywhere. In this article, we give a detailed proof of Doob's theorem.
Cite
@article{arxiv.1801.03122,
title = {A detailed treatment of Doob's theorem},
author = {Jeffrey W. Miller},
journal= {arXiv preprint arXiv:1801.03122},
year = {2018}
}