CONDITIONAL CENTRAL LIMIT THEOREMS FOR A SEQUENCE OF CONDITIONAL INDEPENDENT RANDOM VARIABLES

被引：17

作者：

Yuan, De-Mei ^{[1
]}

Wei, Li-Ran ^{[2
]}

Lei, Lan ^{[1
]}

机构：

[1] Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing 400067, Peoples R China

[2] Yangtze Normal Univ, Coll Math & Comp Sci, Fuling 408100, Peoples R China

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2014年 / 51卷 / 01期

基金：

中国国家自然科学基金;

关键词：

conditional independence; conditional identical distribution; conditional characteristic function; conditional central limit theorem;

D O I：

10.4134/JKMS.2014.51.1.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 [应用数学];

摘要：

A conditional version of the classical central limit theorem is derived rigorously by using conditional characteristic functions, and a more general version of conditional central limit theorem for the case of conditionally independent but not necessarily conditionally identically distributed random variables is established. These are done anticipating that the field of conditional limit theory will prove to be of significant applicability.

引用

页码：1 / 15

页数：15

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