Equivalent conditions on the central limit theorem for a sequence of probability measures on R

In this paper we give equivalent conditions on the central limit theorem in total variation norm for a sequence of probability measures on R. This generalizes Cacoullos, Papathanasiou and Utev's central limit theorem in L1-norm for a sequence of probability density functions on R. We also give equivalent conditions on the central limit theorem in weak convergence and those on the local limit theorem.

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Year of publication:	1998
Authors:	Mikami, Toshio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 3, p. 237-242
Publisher:	Elsevier
Keywords:	Central limit theorem Total variation norm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254825