Central Limit Theorem for Symmetric Exchangeable Random Variables

Autor: Soloveychik, Ilya
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit theorem valid only for partial sums of finite non-extendable sequences, ours applies to the entire sum and mimics the classical theorem in this sense.
Databáze: arXiv