Central Limit Theorems for Exchangeable Random Variables When Limits Are Scale Mixtures of Normals
β Scribed by Xinxin Jiang; Marjorie G. Hahn
- Book ID
- 111552022
- Publisher
- Springer US
- Year
- 2003
- Tongue
- English
- Weight
- 365 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0894-9840
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π SIMILAR VOLUMES
This paper provides an empirical central limit theorem (CLT) for exchangeable random variables when the norming constants in the regular CLT are β nh(n) with h(n) a slowly varying function. The situation with norming constants of the form nh(n) is also discussed.
We give conditions under which the self-normalized product of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where \* denotes the sum over all n-1-long sequences of integers 16i1Β‘i2Β‘ β’ β’ β’ Β‘in-16n, is asymptotically normally distributed as n β β.