Necessary and Sufficient Condition for Asymptotic Normality of Standardized Sample Means
Probability
2017-10-23 v1
Abstract
The double sequence of standardized sample means constructed from an infinite sequence of square integrable independent random vectors in the plane with identically distributed coordinates is jointly asymptotically Normal if and only if the Cesaro means of the sequence of cross sample correlation coefficients converges to 0.
Keywords
Cite
@article{arxiv.1710.07275,
title = {Necessary and Sufficient Condition for Asymptotic Normality of Standardized Sample Means},
author = {Rajeshwari Majumdar and Suman Majumdar},
journal= {arXiv preprint arXiv:1710.07275},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1612.01668