A necessary and sufficient condition for the convergence to the normal distribution (Q1201344)
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scientific article; zbMATH DE number 97629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary and sufficient condition for the convergence to the normal distribution |
scientific article; zbMATH DE number 97629 |
Statements
A necessary and sufficient condition for the convergence to the normal distribution (English)
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17 January 1993
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A scheme of triangular arrays is considered without the infinitesimal condition. It is assumed that the random variables in every array are independent, have zero expectations and the sum of variances equals to one. A necessary and sufficient condition is given for the weak convergence of distribution functions of sums to the standard normal distribution function. This condition is one of the many possible forms of such conditions. Beside the author's condition we know three more such conditions: \textit{V. M. Zolotarev} [Theory Probab. Appl. 12, 608-618 (1967); translation from Teor. Veroyatn. Primen. 12, 666-677 (1967; Zbl 0234.60031) and C. R. Acad. Sci., Paris, Sér. A 264, 799-800 (1967; Zbl 0153.195)], and \textit{V. I. Rotar'} [Math. Notes 18 (1975), 660-663 (1976); translation from Mat. Zametki 18, 129-135 (1975; Zbl 0348.60025)]. The author's condition can be derived from the just mentioned conditions.
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triangular arrays
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weak convergence of distribution functions
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