Asymptotic distribution of independent random vectors given their sum

Dimbihery Rabenoro

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arXiv · 1711.09994

Asymptotic distribution of independent random vectors given their sum

Dimbihery Rabenoro

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Abstract

In this paper we present a conditional principle of Gibbs type for independent nonidentically distributed random vectors. We obtain this result by performing Edgeworth expansions for densities of sums of independent random vectors.

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Dimbihery Rabenoro. 2017-11-27. Asymptotic distribution of independent random vectors given their sum. https://arxiv.org/abs/1711.09994

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