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arXiv · 1006.0462

Asymptotics for sums of a function of normalized independent sums

Kamil Marcin Kosiński
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Abstract

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab. Lett. 74 (2005) 129--138), which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.

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BibTeXRIS

Kamil Marcin Kosiński. 2015-05-19. Asymptotics for sums of a function of normalized independent sums. https://doi.org/10.1016/j.spl.2008.09.013

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