Scienceasia, Volume 28, Issue 1, Pages 55-60 , 01/03/2002

The Central Limit Theorems for Sums of Powers of Function of Independent Random Variables

K. Laipaporn, K. Neammanee

Abstract

Let (X<inf>nk</inf>), k = 1, ..., k<inf>n</inf> ; n = 1, 2, ... be a double sequence of infinitesimal random variables which are rowwise independent. In this paper, we give necessary and sufficient conditions for the sequence of distribution functions of S<inf>n</inf><sup>(</sup>r <sup>)</sup> = <inf>(</inf>g<inf>(</inf>X<inf>n</inf><inf>1))</inf><sup>r</sup> +L + <inf>(</inf>g<inf>(</inf>X<inf>nkn))</inf><sup>r</sup> B<inf>n</inf> (r) to weakly converge to a limiting distribution function F<inf>r</inf> for each natural number r, and also for convergence of (F<inf>r</inf>).

Document Type

Article

Source Type

Journal

Keywords

60G50central limit theoreminfinitely divisibleLe vy’s formula. Mathematics Subject Classification: (2000):60E0760F05

ASJC Subject Area

Multidisciplinary : Multidisciplinary


Bibliography


Laipaporn, K., & Neammanee, K. (2002). The Central Limit Theorems for Sums of Powers of Function of Independent Random Variables. Scienceasia, 28(1) 55-60. doi:10.2306/scienceasia1513-1874.2002.28.055

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