Moment convergence
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A Density Version of A Local Limit Theorem for Properly Normalised Weighted Sums
Abstract: Let n X ,n 1 be a sequence of i.i.d. random variables with a common distribution function F with1 EX 0 . Let nn kk 1S X , n 1 andnn kk 1kT f Xn , where f is positive, non -decreasing and continuous on [0,1] with f(1) 1. Let k n be an integer sequence suchthat,1n n n …
Published in Research & Reviews : Journal of Statistics · Vol. 4, Issue 3, 2015 · pp. 29–37 Read article