On a compact parameter set, a continuous deterministic objective with a unique minimum has a positive separation gap outside each neighbourhood of its minimizer. Uniform convergence in probability of the random objectives bounds the deterministic objective difference at any attained random minimizer by twice the supremum discrepancy. This proves statistical consistency of each measurable minimizing selection.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 30 4 Solution Created 2026-10-03 Updated 2026-10-06
Let . For any , the setis compact. If it is empty there is nothing to prove. Otherwise continuity and the unique minimum give a strictly positive separation gapTake any measurable attained minimizer of . Its defining inequality givesConsequentlyThis proves argmin consistency under uniform convergence in probability. No continuity of is needed once the minimizer exists; compactness and continuity concern the deterministic separation gap. The uniform convergence in probability assumption controls all candidate parameters, including the random minimizer.
For the estimating equation, fix and put , . The prescribed signs make . Pointwise convergence in probability at just these two points impliesand similarly . With probability tending to one, . The intermediate value theorem then gives a zero inside , and uniqueness identifies it with . HenceThis is consistency of a uniquely bracketed zero. It needs no monotonicity, no continuity of the limit , and no uniform convergence of the . The bracket interval must lie in the domain of : read literally, the printed sign condition for every positive puts every real point into , so this requirement is satisfied. More generally it is enough to have an interval about and sign brackets arbitrarily close to it.