Density Versions of the Univariate Central Limit Theorem
Basu, Sujit K.
Ann. Probab., Tome 2 (1974) no. 6, p. 270-276 / Harvested from Project Euclid
Let $\{X_n\}$ be a sequence of independent random variables each with a finite expectation and a finite variance. Write $Z_n$ for the standardized sum of $X_1, X_2, \cdots, X_n$ and suppose that for all large $n, Z_n$ has a probability density function which we denote by $h_n(x)$. It is well known that the usual assumptions of the Central Limit Theorem do not necessarily imply the convergence of $h_n(x)$ to the standard normal density $\phi(x)$. In this study, we find a set of sufficient conditions under which the relation $$\lim_{n\rightarrow\infty} |x|^k|h_n(x) - \phi(x)| = 0$$ holds uniformly with respect to $x\in (-\infty, +\infty), k$ being an integer greater than or equal to 2.
Publié le : 1974-04-14
Classification:  Central Limit Theorem,  smoothing subsequence,  Lindeberg condition of order $k$,  60F05,  60E05,  62E15
@article{1176996708,
     author = {Basu, Sujit K.},
     title = {Density Versions of the Univariate Central Limit Theorem},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 270-276},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996708}
}
Basu, Sujit K. Density Versions of the Univariate Central Limit Theorem. Ann. Probab., Tome 2 (1974) no. 6, pp.  270-276. http://gdmltest.u-ga.fr/item/1176996708/