Asymptotic distribution of independent random vectors given their sum
Probability
2022-01-19 v9
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.
Keywords
Cite
@article{arxiv.1711.09994,
title = {Asymptotic distribution of independent random vectors given their sum},
author = {Dimbihery Rabenoro},
journal= {arXiv preprint arXiv:1711.09994},
year = {2022}
}