For a triangular array of symmetric random variables (without any integrability condition) we replace the classical assumption of row-wise independence by that of row-wise joint symmetry. Under this weaker assumption we prove some results concerning the convergence in distribution of a suitable sequence of randomly normalized sums to the standard normal distribution. Then we exhibit a class of row-wise independent triangular arrays for which the ordinary sums fail to converge in distribution, while our results enable us to affirm the convergence in distribution of the normalized sums.

Convergence results for a normalized triangular array of symmetric random variables

Crimaldi I
2002-01-01

Abstract

For a triangular array of symmetric random variables (without any integrability condition) we replace the classical assumption of row-wise independence by that of row-wise joint symmetry. Under this weaker assumption we prove some results concerning the convergence in distribution of a suitable sequence of randomly normalized sums to the standard normal distribution. Then we exhibit a class of row-wise independent triangular arrays for which the ordinary sums fail to converge in distribution, while our results enable us to affirm the convergence in distribution of the normalized sums.
2002
joint symmetry; symmetric random variables; central limit theorem; convergence in distribution; triangular arrays
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11771/4141
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