The interested student may want to read section 3.3 and 3.3.1 in Foundations of Agnostic Statistics.
These sections present a more complete treatment of the plug-in principle that you have just attended a lecture about. However, we think that a student pressed for time, can safely continue with the working knowledge from the lecture.
- Pages 116—120
- Sections titled The Plug-In Principle and The Usual Plug-In Regularity Conditions