Analyzing variance in central limit theorems

Central limit theorems deal with convergence in distribution of sums of random variables. The usual approach is to normalize the sums to have variance equal to 1. As a result, the limit distribution has variance one. In most papers, existence of the limit of the normalizing factor is postulated and the limit itself is not studied. Here we review some results which focus on the study of the normalizing factor. Applications are indicated.

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Year of publication:	2019
Authors:	Mynbayev, Kairat ; Darkenbayeva, Gulsim

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Mynbayev, Kairat and Darkenbayeva, Gulsim (2019): Analyzing variance in central limit theorems. Published in: Kazakh Mathematical Journal , Vol. 19, No. 3 (2019): pp. 30-39.
Classification:	C02 - Mathematical Methods ; C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	BASE

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