Abstract

Abstract : A general formulation of the central limit problem for sums of independent random variables is given. By assuming the existence of fourth- order moments, one is able to prove new necessary and sufficient conditions for both Normal and Poisson convergence which involve only moments. The proof of the theorem makes use of a characterization of the Normal distribution among infinitely divisible laws which was perhaps first recognized by Borges and later independently by the author.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.