Roozegar, Rasool; Soltani, A.R. - In: Statistics & Probability Letters 96 (2015) C, pp. 269-272

In this paper we assume that X1,X2,… is a sequence of independent continuous centered random variables with finite variances σ12,σ22,…. Then we present a central limit theorem for the randomly weighted averages Sn=R1X1+⋯+RnXn, where the random weights R1,…,Rn are the cuts of (0,1) by...