Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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CONDITIONAL CENTRAL LIMIT THEOREMS FOR A SEQUENCE OF CONDITIONAL INDEPENDENT RANDOM VARIABLES

  • Yuan, De-Mei (School of Mathematics and Statistics Chongqing Technology and Business University) ;
  • Wei, Li-Ran (College of Mathematics and Computer Science Yangtze Normal University) ;
  • Lei, Lan (School of Mathematics and Statistics Chongqing Technology and Business University)
  • Received : 2012.03.01
  • Published : 2014.01.01
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Abstract

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.

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References

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