A conditional limit theorem for independent random variables
Statistics Theory
2020-11-12 v3 Statistics Theory
Abstract
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
Cite
@article{arxiv.1811.07301,
title = {A conditional limit theorem for independent random variables},
author = {Dimbihery Rabenoro},
journal= {arXiv preprint arXiv:1811.07301},
year = {2020}
}